Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms

DOI10.1239/aap/1418396243zbMath1305.60065arXiv1310.7479OpenAlexW2111298045MaRDI QIDQ2939266

Qifan Song, Mingqi Wu, Faming Liang

Publication date: 19 January 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7479

zbMATH Keywords

asymptotic normalitystochastic approximationMetropolis-Hastings algorithmMarkov chain Monte Carlo algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

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