70 citations · 315 across the 30 of their papers we have counts for
Showing 2008Show all
2 papers · 1 filter
stat.CO2008★ 15 cited
Grapham: Graphical Models with Adaptive Random Walk Metropolis Algorithms
Matti Vihola
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat…
math.PR2008★ 70 cited
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
Eero Saksman, Matti Vihola
This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223--242]…