Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II

DOI10.3150/11-BEJ360zbMath1244.60072OpenAlexW2953357634MaRDI QIDQ442086

Yves F. Atchadé, Gersende Fort

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1340887010

zbMATH Keywords

Markov chainstochastic approximationsadaptive Markov chain Monte Carlometropolis adjusted Langevin algorithmssubgeometric ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Markov chain Monte Carlo algorithms with sequential proposals ⋮ On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic ⋮ Stability estimation of some Markov controlled processes

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