On adaptive Markov chain Monte Carlo algorithms

Bernoulli

Volumn 11, Issue 5, 2005, Pages 815-828

  Atchadé, Yves F ^a   Rosenthal, Jeffrey S ^b  

^a UNIVERSITY OF OTTAWA   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Adaptive Markov chain Monte carlo; Metropolis algorithm; Mixingales; Parameter tuning; Robbins Monro algorithm

Indexed keywords

EID: 33747062507     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1130077595     Document Type: Article

References (18)

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