Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II

DOI10.3150/11-BEJ360MaRDI QIDQ442086zbMATH OpenOpenAlexFDO

Authors Yves F. Atchadé, Gersende Fort

Publication date 9 August 2012

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1340887010

zbMATH Keywords

Markov chainadaptive Markov chain Monte Carlometropolis adjusted Langevin algorithmsstochastic approximationssubgeometric ergodicity

Mathematics Subject Classification ID

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

Recommendations

• Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
• An adaptive approach to Langevin MCMC
• On the efficiency of adaptive MCMC algorithms
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• On the ergodicity properties of some adaptive MCMC algorithms

Cites work

• scientific article; zbMATH DE number 5520724 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1972910 (Why is no real title available?)
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Central limit theorems for additive functionals of Markov chains.
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Exponential convergence of Langevin distributions and their discrete approximations
• Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
• Metropolis-Hastings algorithms with acceptance ratios of nearly 1
• On adaptive Markov chain Monte Carlo algorithms
• On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
• On the ergodicity properties of some adaptive MCMC algorithms
• Optimal scaling for various Metropolis-Hastings algorithms.
• Polynomial convergence rates of Markov chains
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Stability of Stochastic Approximation under Verifiable Conditions

Cited in

(7)

• Stability estimation of some Markov controlled processes
• On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• Markov chain Monte Carlo algorithms with sequential proposals
• Langevin type limiting processes for adaptive MCMC
• Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
• An adaptive approach to Langevin MCMC

This page was built for publication: Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q442086)