Gilks, Walter R.; Roberts, Gareth O.; Sahu, Sujit K. Adaptive Markov chain Monte Carlo through regeneration. (English) Zbl 1064.65503 J. Am. Stat. Assoc. 93, No. 443, 1045-1054 (1998). MSC: 65C40 62F15 PDFBibTeX XMLCite \textit{W. R. Gilks} et al., J. Am. Stat. Assoc. 93, No. 443, 1045--1054 (1998; Zbl 1064.65503) Full Text: DOI
Roberts, G. O.; Gelman, A.; Gilks, W. R. Weak convergence and optimal scaling of random walk Metropolis algorithms. (English) Zbl 0876.60015 Ann. Appl. Probab. 7, No. 1, 110-120 (1997). MSC: 60F05 65C99 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Ann. Appl. Probab. 7, No. 1, 110--120 (1997; Zbl 0876.60015) Full Text: DOI
Gilks, Walter R.; Roberts, Gareth O. Strategies for improving MCMC. (English) Zbl 0844.62100 Gilks, W. R. (ed.) et al., Markov chain Monte Carlo in practice. London: Chapman & Hall. 89-114 (1996). MSC: 62P99 65C99 PDFBibTeX XMLCite \textit{W. R. Gilks} and \textit{G. O. Roberts}, in: Markov chain Monte Carlo in practice. London: Chapman \& Hall. 89--114 (1996; Zbl 0844.62100)
Roberts, G. O.; Gilks, W. R. Convergence of adaptive direction sampling. (English) Zbl 0806.62052 J. Multivariate Anal. 49, No. 2, 287-298 (1994). MSC: 62H99 65C99 62H05 62H11 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{W. R. Gilks}, J. Multivariate Anal. 49, No. 2, 287--298 (1994; Zbl 0806.62052) Full Text: DOI