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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.CO2017★ 11 cited

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

Jordan Franks, Matti Vihola

We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an app…