On the ergodicity of the adaptive Metropolis algorithm on...

The Annals of Applied Probability 2010 / 12 Vol. 20; Iss. 6

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

Saksman, Eero, Vihola, Matti
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Volume:
20
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/10-AAP682
Date:
December, 2010
File:
PDF, 267 KB
english, 2010
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