Author:
Bédard Mylène,Douc Randal,Moulines Eric
Funder
National Sciences and Engineering Research Council of Canada
Agence Nationale de la Recherche
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference13 articles.
1. Weak convergence of Metropolis algorithms for non-i.i.d. target distributions;Bédard;Ann. Appl. Probab.,2007
2. Optimal acceptance rates for Metropolis algorithms: moving beyond 0.234;Bédard;Stochastic Process. Appl.,2008
3. M. Bédard, R. Douc, E. Moulines, Scaling analysis of delayed rejection MCMC method (submitted for publication), Preprint, 2010.
4. Acceleration of the multiple-try metropolis algorithm using antithetic and stratified sampling;Craiu;Stat. Comput.,2007
5. Asymptotic normality for sums of dependent random variables;Dvoretzky,1972
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