On the efficiency of adaptive MCMC algorithms

DOI10.1214/ECP.v12-1320zbMath1129.65006OpenAlexW1993281951MaRDI QIDQ2461040

Yanyan Li

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

zbMATH Keywords

algorithmscomparison of methodsadaptive Metropolis algorithmMarkov chain Monte Carlo (MCMC) method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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