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20082026
most citedOn the ergodicity of the adaptive Metropolis algorithm on unbounded domains

70 citations · 315 across the 30 of their papers we have counts for

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math.ST2012★ 8 cited

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

Christophe Andrieu, Vladislav B. Tadić, Matti Vihola

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various a…