An adaptive version for the metropolis adjusted Langevin algorithm with a truncated drift

Methodology and Computing in Applied Probability

Volumn 8, Issue 2, 2006, Pages 235-254

  Atchadé, Yves F ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Adaptive Markov Chain Monte Carlo; Langevin algorithms; Metropolis Hastings algorithms; Stochastic approximation algorithms

Indexed keywords

EID: 33747075845     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-006-8550-0     Document Type: Article

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