Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
DOI10.3150/11-BEJ360zbMATH Open1244.60072OpenAlexW2953357634MaRDI QIDQ442086FDOQ442086
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
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Cites Work
- Exponential convergence of Langevin distributions and their discrete approximations
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- Optimal scaling for various Metropolis-Hastings algorithms.
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- Stability of Stochastic Approximation under Verifiable Conditions
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
- On adaptive Markov chain Monte Carlo algorithms
- On the ergodicity properties of some adaptive MCMC algorithms
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Polynomial convergence rates of Markov chains
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- Central limit theorems for additive functionals of Markov chains.
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Metropolis-Hastings algorithms with acceptance ratios of nearly 1
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
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