On the efficiency of adaptive MCMC algorithms.

Andrieu, Christophe, and Atchade, Yves. "On the efficiency of adaptive MCMC algorithms.." Electronic Communications in Probability [electronic only] 12 (2007): 336-349. <http://eudml.org/doc/128369>.

@article{Andrieu2007,
author = {Andrieu, Christophe, Atchade, Yves},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Markov chain Monte Carlo (MCMC) method; comparison of methods; algorithms; adaptive Metropolis algorithm},
language = {eng},
pages = {336-349},
publisher = {University of Washington},
title = {On the efficiency of adaptive MCMC algorithms.},
url = {http://eudml.org/doc/128369},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Andrieu, Christophe
AU - Atchade, Yves
TI - On the efficiency of adaptive MCMC algorithms.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 336
EP - 349
LA - eng
KW - Markov chain Monte Carlo (MCMC) method; comparison of methods; algorithms; adaptive Metropolis algorithm
UR - http://eudml.org/doc/128369
ER -