Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
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Publication:605038
DOI10.3150/09-BEJ199zbMath1215.60046arXiv0807.2952OpenAlexW1995687931MaRDI QIDQ605038
Gersende Fort, Yves F. Atchadé
Publication date: 12 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.2952
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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