Shao, Wei; Guo, Guangbao; Meng, Fanyu; Jia, Shuqin - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 465-478
In this paper, we proposed an efficient proposal distribution in the Metropolis–Hastings algorithm using the B-spline proposal Metropolis–Hastings algorithm. This new method can be extended to high-dimensional cases, such as the B-spline proposal in Gibbs sampling and in the Hit-and-Run...
