Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II (Q442086): Difference between revisions

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adaptive Markov chain Monte Carlo
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Markov chain
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metropolis adjusted Langevin algorithms
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stochastic approximations
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subgeometric ergodicity
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Latest revision as of 10:27, 30 July 2024

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Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
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    Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II (English)
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    9 August 2012
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    adaptive Markov chain Monte Carlo
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    Markov chain
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    metropolis adjusted Langevin algorithms
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    stochastic approximations
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    subgeometric ergodicity
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