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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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stat.CO2016★ 23 cited

Importance sampling type estimators based on approximate marginal MCMC

Matti Vihola, Jouni Helske, Jordan Franks

We consider importance sampling (IS) type weighted estimators based on Markov chain Monte Carlo (MCMC) targeting an approximate marginal of the target distribution. In the context…