Markovian stochastic approximation with expanding projections

Bernoulli

Volumn 20, Issue 2, 2014, Pages 545-585

  Andrieu, Christophe ^a   Vihola, Matti ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Expectation maximisation; Independent Metropolis Hastings; Particle Markov chain Monte Carlo; Stability; Stochastic approximation

Indexed keywords

EID: 84899118901     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/12-BEJ497     Document Type: Article

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