On the efficiency of adaptive MCMC algorithms

Atchade, Yves F., Andrieu, Christophe, Atchadé, Yves F. . Electronic Communications in Probability 2007. 12 :336-349

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  Author = {Atchade, Yves F. and Andrieu, Christophe and Atchadé, Yves F.},
  Title = {On the efficiency of adaptive MCMC algorithms},
  Journal = {Electronic Communications in Probability},
  Volume = {12},
  Year = {2007},
  Pages = {336--349},
  Keywords = {Rate of convergence, Stochastic approximation, Coupling, Metropolis algorithm, Markov chain Monte Carlo, adaptive Markov chains}

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