Authors:
Andrieu, Christophe
Tadi., Vladislav B.
Vihola, Matti
Citation: Andrieu, Christophe et al., On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic, Annals of applied probability , 25(1), 2015, pp. 1-45
Citation: Andrieu, Christophe et Vihola, Matti, Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms, Annals of applied probability , 25(2), 2015, pp. 1030-1077
Citation: Saksman, Eero et Vihola, Matti, On the ergodicity of the adaptive Metropolis algorithm on unbounded domains, Annals of applied probability , 20(6), 2010, pp. 2178-2203
Citation: Andrieu, Christophe et Vihola, Matti, Establishing some order amongst exact approximations of MCMCs, Annals of applied probability , 26(5), 2016, pp. 2661-2696