Convergence of adaptive mixtures of importance sampling schemes

Annals of Statistics

Volumn 35, Issue 1, 2007, Pages 420-448

  Douc, R ^a   Guillin, A ^b   Marin, J M ^c   Robert, C P ^d  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b CNRS   (France)

^c INRIA   (France)

^d UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Bayesian statistics; Kullback divergence; LLN; MCMC algorithm; Population Monte Carlo; Proposal distribution; Rao Blackwellization

Indexed keywords

EID: 49449113684     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000001154     Document Type: Article

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