A central limit theorem for adaptive and interacting Markov chains

DOI10.3150/12-BEJ493zbMath1303.60020arXiv1107.2574OpenAlexW2060485493MaRDI QIDQ2448700

Gersende Fort, Pierre Vandekerkhove, Pierre Priouret, Eric Moulines

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2574

zbMATH Keywords

cental limit theoremsinteracting Markov chain Monte Carlo algorithms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (5)

On the convergence rates of some adaptive Markov chain Monte Carlo algorithms ⋮ Adaptive schemes for piecewise deterministic Monte Carlo algorithms ⋮ The Wang-Landau algorithm reaches the flat histogram criterion in finite time ⋮ A central limit theorem for adaptive and interacting Markov chains ⋮ Accelerated Dimension-Independent Adaptive Metropolis

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