A cautionary tale on the efficiency of some adaptive monte carlo schemes

Annals of Applied Probability

Volumn 20, Issue 3, 2010, Pages 841-868

  Atchadé, Yves F ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Adaptive MCMC; Central limit theorems; Equi energy sampler; Importance resampling; Martingale approximation; Monte Carlo methods

Indexed keywords

EID: 77953845980     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/09-AAP636     Document Type: Article

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