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On the containment condition for adaptive Markov chain Monte Carlo algorithms
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Bai, Yan, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2011) On the containment condition for adaptive Markov chain Monte Carlo algorithms. Advances and Applications in Statistics , Volume 21 (Number 1). pp. 1-54. ISSN 0972-3617.
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Official URL: http://www.pphmj.com/abstract/5793.htm
Abstract
This paper considers ergodicity properties of certain adaptive Markov chain Monte Carlo (MCMC) algorithms for multidimensional target distributions. It was previously shown in [23] that Diminishing Adaptation and Containment imply ergodicity of adaptive MCMC. We derive various sufficient conditions to ensure Containment.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Advances and Applications in Statistics | ||||
Publisher: | Pushpa Publishing House | ||||
ISSN: | 0972-3617 | ||||
Official Date: | March 2011 | ||||
Dates: |
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Volume: | Volume 21 | ||||
Number: | Number 1 | ||||
Page Range: | pp. 1-54 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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