On‐line partitioning of the sample space in the regional adaptive algorithm

DOI10.1002/CJS.11562MaRDI QIDQ6059502zbMATH OpenOpenAlexFDO

Authors M. Bédard

Publication date 2 November 2023

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11562

zbMATH Keywords

ergodicityMarkov chain Monte CarloMahalanobis distancebimodal distributionadaptive sampler

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing

Cited in

(1)

• An adaptive multiple-try Metropolis algorithm

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