Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

DOI10.1214/11-AOS938zbMath1246.65003arXiv1203.3036OpenAlexW2069605605MaRDI QIDQ449997

Eric Moulines, Pierre Priouret, Gersende Fort

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3036

zbMATH Keywords

Markov chainsMarkov chain Monte Carlolaw of large numbersergodic theoremsadaptive Monte Carloparallel temperingequi-energy sampleradaptive metropolisinteracting tempering

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic learning and adaptive control (93E35) Sequential statistical analysis (62L10)

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