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20202026
most citedWeak convergence of adaptive Markov chain Monte Carlo

1 citations · 1 across the 5 of their papers we have counts for

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math.ST2024

Upper and lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo

Austin Brown, Jeffrey S. Rosenthal

We investigate lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo under any adaptation strategy. In particular, we prove general lower bounds in tota…

math.ST2024★ 1 cited

Weak convergence of adaptive Markov chain Monte Carlo

Austin Brown, Jeffrey S. Rosenthal

This article develops general conditions for weak convergence of adaptive Markov chain Monte Carlo processes and is shown to imply a weak law of large numbers for bounded Lipschitz…