v1v2 (latest)

Markovian stochastic approximation with expanding projections

23 November 2011

Papers citing "Markovian stochastic approximation with expanding projections"

3 / 3 papers shown

Title
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic Christophe Andrieu Vladislav B. Tadić M. Vihola 105 15 0 18 May 2012
On the stability and ergodicity of adaptive scaling Metropolis algorithms M. Vihola 109 30 0 24 Mar 2009
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 133 72 0 18 Jun 2008