A FRAMEWORK FOR ADAPTIVE MCMC TARGETING MULTIMODAL DISTRIBUTIONS

Pompe E., Holmes C., Latuszynski K.

DOI

10.1214/19-AOS1916

Type

Journal article

Journal

ANNALS OF STATISTICS

Publication Date

10/2020

Volume

48

Pages

2930 - 2952

Keywords

Multimodal distribution, adaptive MCMC, ergodicity

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