-
1
-
-
21344468407
-
Strong laws for L-and U-statistics
-
MR1363941
-
Aaronson, J., Burton, R., Dehling, H., Gilhat, D., Hill, T. and Weiss, B. (1996). Strong laws for L-and U-statistics. Trans. Amer. Math. Soc. 348 2845-2866. MR1363941
-
(1996)
Trans. Amer. Math. Soc.
, vol.348
, pp. 2845-2866
-
-
Aaronson, J.1
Burton, R.2
Dehling, H.3
Gilhat, D.4
Hill, T.5
Weiss, B.6
-
3
-
-
84873658671
-
Non-linear Markov chain Monte Carlo
-
MR2405652
-
Andrieu, C., Jasra, A., Doucet, A. and Del Moral, P. (2008). Non-Linear Markov chain Monte Carlo. ESIAM Proc. 19 79-84. MR2405652
-
(2008)
ESIAM Proc.
, vol.19
, pp. 79-84
-
-
Andrieu, C.1
Jasra, A.2
Doucet, A.3
Del Moral, P.4
-
4
-
-
40549112674
-
On the convergence of the equi-energy sampler
-
MR2399737
-
Andrieu, C., Jasra, A., Doucet, A. and Del Moral, P. (2008). On the convergence of the equi-energy sampler. Stoch. Anal. Appl. 26 298-312. MR2399737
-
(2008)
Stoch. Anal. Appl.
, vol.26
, pp. 298-312
-
-
Andrieu, C.1
Jasra, A.2
Doucet, A.3
Del Moral, P.4
-
5
-
-
33750512542
-
On the ergodicity properties of some adaptive MCMC algorithms
-
DOI 10.1214/105051606000000286
-
Andrieu, C. and Moulines, É. (2006). On the ergodicity properties of some adaptive MCMC algorithms. Ann. Appl. Probab. 16 1462-1505. MR2260070 (Pubitemid 44662199)
-
(2006)
Annals of Applied Probability
, vol.16
, Issue.3
, pp. 1462-1505
-
-
Andrieu, C.1
Moulines, E.2
-
6
-
-
77953818965
-
Resampling from the past to improve MCMC algorithms
-
MR2514400
-
Atchadé, Y. F. (2009). Resampling from the past to improve MCMC algorithms. Far East. J. Theor. Stat. 27 81-99. MR2514400
-
(2009)
Far East. J. Theor. Stat.
, vol.27
, pp. 81-99
-
-
Atchadé, Y.F.1
-
7
-
-
77953845980
-
A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes
-
MR2680550
-
Atchadé, Y. F. (2010). A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes. Ann. Appl. Probab. 20 841-868. MR2680550
-
(2010)
Ann. Appl. Probab.
, vol.20
, pp. 841-868
-
-
Atchadé, Y.F.1
-
8
-
-
84874057254
-
Adaptive Markov chain Monte Carlo: Theory and methods
-
D. Barber, S. Chiappa and A. T. Cemgil, eds.. Cambridge: CUP. To appear
-
Atchadé, Y. F., Fort, G., Moulines, É. and Priouret, P. (2011). Adaptive Markov chain Monte Carlo: Theory and methods. In Inference and Learning in Dynamic Models (D. Barber, S. Chiappa and A. T. Cemgil, eds.). Cambridge: CUP. To appear.
-
(2011)
Inference and Learning in Dynamic Models
-
-
Atchadé, Y.F.1
Fort, G.2
Moulines, É.3
Priouret, P.4
-
9
-
-
77949686856
-
Sequentially interacting Markov chain Monte Carlo methods
-
Brockwell, A. E., Del Moral, P. and Doucet, A. (2011). Sequentially interacting Markov chain Monte Carlo methods. Ann. Statist. 38 3387-3411.
-
(2011)
Ann. Statist.
, vol.38
, pp. 3387-3411
-
-
Brockwell, A.E.1
Del Moral, P.2
Doucet, A.3
-
11
-
-
33646684004
-
Sequential Monte Carlo samplers
-
DOI 10.1111/j.1467-9868.2006.00553.x
-
Del Moral, P., Doucet, A. and Jasra, A. (2006). Sequential Monte Carlo samplers. J. Roy. Statist. Soc. Ser. B 68 411-436. MR2278333 (Pubitemid 43742903)
-
(2006)
Journal of the Royal Statistical Society. Series B: Statistical Methodology
, vol.68
, Issue.3
, pp. 411-436
-
-
Del Moral, P.1
Doucet, A.2
Jasra, A.3
-
15
-
-
0037210788
-
Polynomial ergodicity of Markov transition kernels
-
MR1947960
-
Fort, G. and Moulines, É. (2003). Polynomial ergodicity of Markov transition kernels. Stochastic Process. Appl. 103 57-99. MR1947960
-
(2003)
Stochastic Process. Appl.
, vol.103
, pp. 57-99
-
-
Fort, G.1
Moulines, É.2
-
17
-
-
0030522182
-
A Lyapunov bound for solutions of the Poisson equation
-
MR1404536
-
Glynn, P. W. and Meyn, S. P. (1996). A Lyapunov bound for solutions of the Poisson equation. Ann. Probab. 24 916-931. MR1404536
-
(1996)
Ann. Probab.
, vol.24
, pp. 916-931
-
-
Glynn, P.W.1
Meyn, S.P.2
-
18
-
-
0000749983
-
Convergence rates for U-statistics and related statistics
-
MR0336788
-
Grams, W. F. and Serfling, R. J. (1973). Convergence rates for U-statistics and related statistics. Ann. Statist. 1 153-160. MR0336788
-
(1973)
Ann. Statist.
, vol.1
, pp. 153-160
-
-
Grams, W.F.1
Serfling, R.J.2
-
20
-
-
0038563932
-
An adaptive Metropolis algorithm
-
Haario, H., Saksman, E. and Tamminen, J. (2001). An adaptive Metropolis algorithm. Bernoulli 7 223-242. MR1828504 (Pubitemid 33793059)
-
(2001)
Bernoulli
, vol.7
, Issue.2
, pp. 223-242
-
-
Haario, H.1
Saksman, E.2
Tamminen, J.3
-
21
-
-
0001562199
-
Geometric ergodicity of Metropolis algorithms
-
MR1731030
-
Jarner, S. F. and Hansen, E. (2000). Geometric ergodicity of Metropolis algorithms. Stochastic Process. Appl. 85 341-361. MR1731030
-
(2000)
Stochastic Process. Appl.
, vol.85
, pp. 341-361
-
-
Jarner, S.F.1
Hansen, E.2
-
22
-
-
34547863202
-
On population-based simulation for static inference
-
MR2405807
-
Jasra, A., Stephens, D. A. and Holmes, C. C. (2007). On population-based simulation for static inference. Statist. Comput. 17 263-279. MR2405807
-
(2007)
Statist. Comput.
, vol.17
, pp. 263-279
-
-
Jasra, A.1
Stephens, D.A.2
Holmes, C.C.3
-
23
-
-
33748779178
-
Equi-energy sampler with applications in statistical inference and statistical mechanics
-
DOI 10.1214/009053606000000515
-
Kou, S. C., Zhou, Q. and Wong, W. H. (2006). Equi-energy sampler with applications to statistical inference and statistical mechanics (with discussion). Ann. Statist. 34 1581-1619. MR2283711 (Pubitemid 44875071)
-
(2006)
Annals of Statistics
, vol.34
, Issue.4
, pp. 1581-1619
-
-
Kou, S.C.1
Zhou, Q.2
Wong, W.H.3
-
24
-
-
0000566364
-
Computable bounds for geometric convergence rates of Markov chains
-
MR1304770
-
Meyn, S. P. and Tweedie, R. L. (1994). Computable bounds for geometric convergence rates of Markov chains. Ann. Appl. Probab. 4 981-1011. MR1304770
-
(1994)
Ann. Appl. Probab.
, vol.4
, pp. 981-1011
-
-
Meyn, S.P.1
Tweedie, R.L.2
-
27
-
-
0032221199
-
Two convergence properties of hybrid samplers
-
MR1624941
-
Roberts, G. O. and Rosenthal, J. S. (1998). Two convergence properties of hybrid samplers. Ann. Appl. Probab. 8 397-407. MR1624941
-
(1998)
Ann. Appl. Probab.
, vol.8
, pp. 397-407
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
28
-
-
34548026526
-
Coupling and ergodicity of adaptive MCMC
-
MR2340211
-
Roberts, G. O. and Rosenthal, J. S. (2007). Coupling and ergodicity of adaptive MCMC. J. Appl. Probab. 44 458-475. MR2340211
-
(2007)
J. Appl. Probab.
, vol.44
, pp. 458-475
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
29
-
-
33746388444
-
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
-
MR1399158
-
Roberts, G. O. and Tweedie, R. L. (1996). Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Biometrika 83 95-110. MR1399158
-
(1996)
Biometrika
, vol.83
, pp. 95-110
-
-
Roberts, G.O.1
Tweedie, R.L.2
-
30
-
-
0004225404
-
-
New York: Springer. MR1368405
-
Shiryaev, A. (1996). Probability. New York: Springer. MR1368405
-
(1996)
Probability
-
-
Shiryaev, A.1
|