The Metropolis–Hastings Algorithm - Robert - Wiley Online Library
https://onlinelibrary.wiley.com/doi/full/10.1002/9781118445112.stat07834
WEBDec 18, 2015 · The Metropolis–Hastings algorithm is to be understood as a default or off-the-shelf solution, meaning that (i) it rarely achieves optimal rates of convergence 35 and may get into convergence difficulties if improperly calibrated but (ii) it can be combined with other solutions as a baseline solution, offering further local or more rarely ...
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