Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Author:

Mbalawata Isambi S.,Särkkä Simo,Vihola Matti,Haario Heikki

Funder

Finnish Centre of Excellence on Inverse Problems Research of Academy of Finland

Academy of Finland

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference39 articles.

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3. Limit theorems for some adaptive MCMC algorithms with subgeometric kernels;Atchadé;Bernoulli,2010

4. On adaptive Markov chain Monte Carlo algorithms;Atchadé;Bernoulli,2005

5. Convergence of Adaptive Markov chain Monte Carlo algorithms (Doctoral dissertation);Bai,2009

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