最近の Adaptive Markov Chain Monte Carlo (Adaptive MCMC; AMCMC)に関する論文リスト

• Atchade. An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. (2005)
• Andrieu and Atchade. On the efficiency of adaptive MCMC algorithms. (2005)
• Roberts and Rosenthal. Coupling and Ergodicity of Adaptive MCMC. (2007)
• YANG. Recurrent and Ergodic Properties of Adaptive MCMC. (2008)
• Bai. Simultaneous drift conditions for Adaptive Markov Chain Monte Carlo algorithms. (2009)
• SAKSMAN and VIHOLA. ON THE ERGODICITY OF THE ADAPTIVE METROPOLIS ALGORITHM ON UNBOUNDED DOMAINS. (2009)
• VIHOLA. ON THE STABILITY AND ERGODICITY OF AN ADAPTIVE SCALING METROPOLIS ALGORITHM. (2009)
• Bai. An Adaptive Directional Metropolis-within-Gibbs algorithm. (2009)
• Roberts and Rosenthal. Examples of Adaptive MCMC. (2009)
• Bai et al. On the Containment Condition for Adaptive Markov Chain Monte Carlo Algorithms. (2010)

See Also

• SBR2006観覧会レポート

Doucetさんが夏ごろにまた日本にくるらしい。