On the efficiency of adaptive mcmc algorithms

Electronic Communications in Probability

Volumn 12, Issue , 2007, Pages 336-349

  Andrieu, Christophe ^a   Atchadé, Yves F ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Adaptive Markov chains; Coupling; Markov Chain Monte Carlo; Metropolis Algo rithm; Rate of convergence; Stochastic Approximation

Indexed keywords

EID: 35548982235     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v12-1320     Document Type: Article

References (13)

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