Trajectory averaging for stochastic approximation MCMC algorithms
From MaRDI portal
Publication:605929
DOI10.1214/10-AOS807zbMath1218.60064arXiv1011.2587MaRDI QIDQ605929
Publication date: 15 November 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.2587
convergenceasymptotic efficiencystochastic approximation Markov Chain Monte Carlotrajectory averaging
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