Convergence of Adaptive Markov Chain Monte Carlo Algorithms
In the thesis, we study ergodicity of adaptive Markov Chain Monte Carlo methods (MCMC) based on two conditions(Diminishing Adaptation and Containment which together imply ergodicity), explain the advantages of adaptive MCMC, and apply the theoretical result for some applications. \indent First we sh...
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| Language: | en_ca |
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2010
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| Online Access: | http://hdl.handle.net/1807/24673 |