Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440): Difference between revisions

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-.1007/s11222-011-9269-5
@@ Property / DOI: 10.1007/s11222-011-9269-5 / rank @@
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+December 2012Timestamp +2012-12-07T00:00:00Z
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@@ Property / publication date: 7 December 2012 / rank @@
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+Robust adaptive Metropolis algorithm with coerced acceptance rate (English)
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+.65024
@@ Property / zbMATH Open document ID: 1252.65024 / rank @@
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+https://arxiv.org/abs/1011.4381
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+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
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+6114122
@@ Property / zbMATH DE Number: 6114122 / rank @@
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@@ Property / zbMATH Keywords @@
+acceptance rate
@@ Property / zbMATH Keywords: acceptance rate / rank @@
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+adaptive Markov chain Monte Carlo
@@ Property / zbMATH Keywords: adaptive Markov chain Monte Carlo / rank @@
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+ergodicity
@@ Property / zbMATH Keywords: ergodicity / rank @@
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+Metropolis algorithm
@@ Property / zbMATH Keywords: Metropolis algorithm / rank @@
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+robustness
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+.4381
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@@ Property / cites work @@
+On the ergodicity properties of some adaptive MCMC algorithms
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+Stability of Stochastic Approximation under Verifiable Conditions
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+Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
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@@ Property / cites work @@
+On adaptive Markov chain Monte Carlo algorithms
@@ Property / cites work: On adaptive Markov chain Monte Carlo algorithms / rank @@
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+Q3997575
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+Q3527701
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+Q4864274
@@ Property / cites work: Q4864274 / rank @@
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+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
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@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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@@ Property / cites work @@
+Geometric ergodicity of Metropolis algorithms
@@ Property / cites work: Geometric ergodicity of Metropolis algorithms / rank @@
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+Q3608241
@@ Property / cites work: Q3608241 / rank @@
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+Q4421713
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+MC's for MCMC'ists
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+Q4267796
@@ Property / cites work: Q4267796 / rank @@
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+Optimal scaling for various Metropolis-Hastings algorithms.
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+General state space Markov chains and MCMC algorithms
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+Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
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+Grapham: graphical models with adaptive random walk Metropolis algorithms
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+Can the adaptive Metropolis algorithm collapse without the covariance lower bound?
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@@ Property / cites work @@
+On the stability and ergodicity of adaptive scaling Metropolis algorithms
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+.1007/S11222-011-9269-5
@@ Property / DOI: 10.1007/S11222-011-9269-5 / rank @@
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+Publication:116440