A note on convergence of the equi-energy sampler

Stochastic Analysis and Applications

Volumn 26, Issue 2, 2008, Pages 298-312

  Andrieu, Christophe ^a   Jasra, Ajay ^b   Doucet, Arnaud ^c   Del Moral, Pierre ^d  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^d UNIVERSITÉ BORDEAUX 1   (France)

Author keywords

Equi energy sampler; Non linear Markov chain Monte Carlo; Poisson equation; Uniform ergodicity

Indexed keywords

EID: 40549112674     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701857178     Document Type: Article

References (8)

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5. Del Moral, P. 2004. Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. Springer, New York.
6. Del Moral, P., and Miclo, L. 2004. On convergence of chains with occupational self-interactions. Proc. R. Soc. Lond. A 460:325-346.
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