On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
Work
Year: 2010
Type: article
Abstract: This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223--242] for target distribut... more
Authors Eero Saksman, Matti Vihola
Institutions University of Jyväskylä, University of Helsinki
Cites: 22
Cited by: 65
Related to: 10
FWCI: 5.799
Citation percentile (by year/subfield): 87.88
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze