The multiple-try method and local optimization in Metropolis sampling

Liu, Jun S., Liang, Faming, Wong, Wing Hung . Journal of the American Statistical Association 2000. 95 (449) :121-134

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Bibtex

@article{CIS-164878,
  Author = {Liu, Jun S. and Liang, Faming and Wong, Wing Hung},
  Title = {The multiple-try method and local optimization in Metropolis
sampling},
  Journal = {Journal of the American Statistical Association},
  Volume = {95},
  Number = {449},
  Year = {2000},
  Pages = {121--134},
  Keywords = {Mixture model, Conjugate gradient, Metropolis algorithm, Markov chain Monte Carlo, Gibbs sampling, Adaptive direction sampling, Damped sinusoidal, Griddy Gibbs sampler, Hit-and-run algorithm, Orientational bias Monte Carlo}
}

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