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Geometric ergodicity of the Random Walk Metropolis with
  position-dependent proposal covariance

Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance

21 July 2015
Samuel Livingstone
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Papers citing "Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance"

3 / 3 papers shown
Title
AutoStep: Locally adaptive involutive MCMC
AutoStep: Locally adaptive involutive MCMC
Tiange Liu
Nikola Surjanovic
Miguel Biron-Lattes
Alexandre Bouchard-Coté
Trevor Campbell
30
1
0
24 Oct 2024
Ergodicity of Markov chain Monte Carlo with reversible proposal
Ergodicity of Markov chain Monte Carlo with reversible proposal
K. Kamatani
21
11
0
09 Feb 2016
Stability of Noisy Metropolis-Hastings
Stability of Noisy Metropolis-Hastings
F. Medina-Aguayo
Anthony Lee
Gareth O. Roberts
62
41
0
24 Mar 2015
1