Ergodicity of combocontinuous adaptive MCMC algorithms

DOI10.1007/s11009-017-9574-3zbMath1394.60079OpenAlexW2587726936MaRDI QIDQ1657801

Jeffrey S. Rosenthal, Jinyoung Yang

Publication date: 14 August 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9574-3

zbMATH Keywords

Markov chain Monte Carloergodicityadaptive MCMCpiecewise continuousDini's theoremcombocontinuous

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items

An adaptive multiple-try Metropolis algorithm ⋮ Adaptive Incremental Mixture Markov Chain Monte Carlo ⋮ Adaptive Component-Wise Multiple-Try Metropolis Sampling

Uses Software

• Bioconductor
• BGX
• ramcmc

Cites Work

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