488 citations · 3k across the 119 of their papers we have counts for
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math.PR2006★ 283 cited
On the ergodicity properties of some adaptive MCMC algorithms
Christophe Andrieu, Éric Moulines
In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under…
math.PR2006★ 22 cited
The ODE method for stability of skip-free Markov chains with applications to MCMC
Gersende Fort, Sean Meyn, Eric Moulines +1
Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this…
math.PR2006
Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
Randal Douc, Arnaud Guillin, Eric Moulines
This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate de…