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Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance

21 July 2015

Papers citing "Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance"

3 / 3 papers shown

Title
AutoStep: Locally adaptive involutive MCMC Tiange Liu Nikola Surjanovic Miguel Biron-Lattes Alexandre Bouchard-Côté Trevor Campbell 94 1 0 24 Oct 2024
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 56 8 0 28 Aug 2021
Speed Up Zig-Zag G. Vasdekis Gareth O. Roberts 52 11 0 30 Mar 2021