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Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

ANNALS OF STATISTICS, no. 6 (2011): 3262-3289

Cited: 63|Views22

Abstract

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions. Motivated by some recently introduced algorithms (such as the adaptive Metropolis algorithm and the inter...More

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