115 citations · 307 across the 11 of their papers we have counts for
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math.PR2009★ 20 cited
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo
Yves F. Atchadé
We study the asymptotic behavior of kernel estimators of asymptotic variances (or long-run variances) for a class of adaptive Markov chains. The convergence is studied both in $L^p…
math.ST2009★ 115 cited
Iterated filtering
Edward L. Ionides, Anindya Bhadra, Yves Atchadé +1
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algori…
stat.CO2009★ 14 cited
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
Yves F. Atchadé
There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels where the kernel is allo…