Robust adaptive Metropolis algorithm with coerced acceptance rate

19 November 2010

Papers citing "Robust adaptive Metropolis algorithm with coerced acceptance rate"

6 / 6 papers shown

Title
AutoStep: Locally adaptive involutive MCMC Tiange Liu Nikola Surjanovic Miguel Biron-Lattes Alexandre Bouchard-Côté Trevor Campbell 48 1 0 24 Oct 2024
Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound? M. Vihola 60 14 0 03 Nov 2009
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II Yves Atchadé G. Fort 79 66 0 02 Nov 2009
On the stability and ergodicity of adaptive scaling Metropolis algorithms M. Vihola 76 30 0 24 Mar 2009
Grapham: Graphical Models with Adaptive Random Walk Metropolis Algorithms M. Vihola 71 13 0 25 Nov 2008
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 71 72 0 18 Jun 2008