Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. (English) Zbl 1401.65007 J. Appl. Probab. 54, No. 4, 1233-1260 (2017). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{A. Durmus} et al., J. Appl. Probab. 54, No. 4, 1233--1260 (2017; Zbl 1401.65007) Full Text: DOI arXiv
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. On the geometric ergodicity of hybrid samplers. (English) Zbl 1028.65002 J. Appl. Probab. 40, No. 1, 123-146 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 65C05 60J10 65C40 PDFBibTeX XMLCite \textit{G. Fort} et al., J. Appl. Probab. 40, No. 1, 123--146 (2003; Zbl 1028.65002) Full Text: DOI Link