Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo

DOI10.1214/10-AOS828zbMath1219.62125arXiv0911.1164MaRDI QIDQ548543

Yves F. Atchadé

Publication date: 29 June 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1164

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

65C40: Numerical analysis or methods applied to Markov chains

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