We prove a central limit theorem for a general class of adaptive Markov Chain Monte Carlo algorithms driven by sub-geometrically ergodic Markov kernels. We discuss in detail the special case of ...
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400—407]. After five decades of continual development, it has developed into an important area ...
What Is Markov Chain Monte Carlo? Markov Chain Monte Carlo (MCMC) is a powerful technique used in statistics and various scientific fields to sample from complex probability distributions. It is ...
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