A tutorial on adaptive MCMC

Statistics and Computing

Volumn 18, Issue 4, 2008, Pages 343-373

  Andrieu, Christophe ^a   Thoms, Johannes ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b EPFL   (Switzerland)

Author keywords

Adaptive MCMC; Controlled Markov chain; MCMC; Stochastic approximation

Indexed keywords

EID: 57849088168     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9110-y     Document Type: Article

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