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Journal of Computational and Graphical Statistics Volume 19, 2010 - Issue 2
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Markov Chain Monte Carlo

Adaptive Independent Metropolis–Hastings by Fast Estimation of Mixtures of Normals

Paolo Giordani Paolo Giordani is Researcher, Research Department, Sveriges Riksbank, SE 103 37 Stockholm, Sweden . Robert Kohn is Scientia Professor, Australian School of Business, University of New South Wales, UNSW Sydney, NSW 2052, Australia .
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Robert Kohn Paolo Giordani is Researcher, Research Department, Sveriges Riksbank, SE 103 37 Stockholm, Sweden . Robert Kohn is Scientia Professor, Australian School of Business, University of New South Wales, UNSW Sydney, NSW 2052, Australia .
Pages 243-259 | Received 01 Jan 2008, Published online: 01 Jan 2012

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