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Annals of Applied Probability

Volumn 17, Issue 4, 2007, Pages 1222-1244

Weak convergence of metropolis algorithms for non-I.I.D. target distributions

(1) Bédard, Mylène a

a UNIVERSITY OF WARWICK (United Kingdom)

Author keywords

Diffusion; Markov chain Monte Carlo; Metropolis algorithm; Optimal scaling; Weak convergence

Indexed keywords

EID: 42649097792 PISSN: 10505164 EISSN: 10505164 Source Type: Journal
DOI: 10.1214/105051607000000096 Document Type: Article

Times cited : (70)

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