Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2.

Renate Meyer Bo Cai François Perron Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2. 3408-3423 2008 52 Computational Statistics & Data Analysis 7 http://dx.doi.org/10.1016/j.csda.2008.01.005 db/journals/csda/csda52.html#MeyerCP08