70 citations · 315 across the 30 of their papers we have counts for
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math.PR2009★ 1 cited
Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?
Matti Vihola
The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at s…
math.PR2009★ 43 cited
On the stability and ergodicity of adaptive scaling Metropolis algorithms
Matti Vihola
The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution contin…