A central limit theorem for adaptive and interacting Markov chains

13 July 2011

Papers citing "A central limit theorem for adaptive and interacting Markov chains"

5 / 5 papers shown

Title
Sequentially interacting Markov chain Monte Carlo methods A. Brockwell P. Del Moral Arnaud Doucet 67 56 0 12 Nov 2012
A simple variance inequality for U-statistics of a Markov chain with applications G. Fort Eric Moulines P. Priouret P. Vandekerkhove 53 7 0 13 Jul 2011
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo Yves F. Atchadé 62 17 0 06 Nov 2009
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes Yves F. Atchadé 114 22 0 10 Jan 2009
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 94 72 0 18 Jun 2008