On the efficiency of adaptive MCMC algorithms
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Publication:2461040
DOI10.1214/ECP.v12-1320zbMath1129.65006MaRDI QIDQ2461040
Publication date: 19 November 2007
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128369
algorithms; comparison of methods; adaptive Metropolis algorithm; Markov chain Monte Carlo (MCMC) method
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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