Timeline for Can I adapt a MCMC proposal using a parallel chain?
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
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| Mar 3, 2013 at 12:44 | comment | added | Matteo Fasiolo | @jerad The proposal distribution is adaptive, not the chain. It is possible to have an adaptive proposal and a Markov chain, as shown in some of the references here: stats.stackexchange.com/questions/7286/… | |
| Mar 2, 2013 at 22:29 | comment | added | jerad | I don't see how a chain could be both Markovian and adaptive. | |
| Mar 2, 2013 at 11:52 | history | asked | Matteo Fasiolo | CC BY-SA 3.0 |