On adaptive Markov chain Monte Carlo algorithms

DOI10.3150/bj/1130077595zbMath1085.62097OpenAlexW1979641008MaRDI QIDQ817970

Yves F. Atchadé, Jeffrey S. Rosenthal

Publication date: 23 March 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1130077595

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic approximation (62L20)

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