Download this PDF file Fullscreen Fullscreen Off
References
- C. Andrieu. Discussion, ordinary meeting on inverse problems, wednesday 10th december, 2003, london. Journal of the Royal Statistical Society B 66 (2004), 627-652.
- Andrieu, Christophe; Moulines, Éric. On the ergodicity properties of some adaptive MCMC algorithms. Ann. Appl. Probab. 16 (2006), no. 3, 1462--1505. MR2260070
- Andrieu, Christophe; Moulines, Éric; Priouret, Pierre. Stability of stochastic approximation under verifiable conditions. SIAM J. Control Optim. 44 (2005), no. 1, 283--312 (electronic). MR2177157 (2006f:62074)
- C. Andrieu and C. P. Robert. Controlled mcmc for optimal sampling. Technical Report Universit'e Paris Dauphine, Ceremade 0125. (2001).
- Atchadé, Yves F.; Rosenthal, Jeffrey S. On adaptive Markov chain Monte Carlo algorithms. Bernoulli 11 (2005), no. 5, 815--828. MR2172842 (2006h:62077)
- Baxendale, Peter H. Renewal theory and computable convergence rates for geometrically ergodic Markov chains. Ann. Appl. Probab. 15 (2005), no. 1B, 700--738. MR2114987 (2005m:60164)
- Benveniste, Albert; Métivier, Michel; Priouret, Pierre. Adaptive algorithms and stochastic approximations.Translated from the French by Stephen S. Wilson.Applications of Mathematics (New York), 22. Springer-Verlag, Berlin, 1990. xii+365 pp. ISBN: 3-540-52894-6 MR1082341 (92h:62137)
- Markov chain Monte Carlo in practice.Edited by W. R. Gilks, S. Richardson and D. J. Spiegelhalter.Interdisciplinary Statistics. Chapman & Hall, London, 1996. xviii+486 pp. ISBN: 0-412-05551-1 MR1397966 (97d:62006)
- Gilks, Walter R.; Roberts, Gareth O.; Sahu, Sujit K. Adaptive Markov chain Monte Carlo through regeneration. J. Amer. Statist. Assoc. 93 (1998), no. 443, 1045--1054. MR1649199 (2000f:62063)
- Goldstein, Sheldon. Maximal coupling. Z. Wahrsch. Verw. Gebiete 46 (1978/79), no. 2, 193--204. MR0516740 (80k:60041)
- Haario, Heikki; Saksman, Eero; Tamminen, Johanna. An adaptive metropolis algorithm. Bernoulli 7 (2001), no. 2, 223--242. MR1828504 (2002c:65008)
- H. Kushner and G. Yin. Stochastic approximation and recursive algorithms and Applications. Springer, Springer-Verlag, New-York (2003).
- J.S. Rosenthal and G.O. Roberts. Coupling and ergodicity of adaptive mcmc.

This work is licensed under a Creative Commons Attribution 3.0 License.