scholarly journals An Auxiliary Variable Method for Markov Chain Monte Carlo Algorithms in High Dimension

Entropy ◽  
2018 ◽  
Vol 20 (2) ◽  
pp. 110 ◽  
Author(s):  
Yosra Marnissi ◽  
Emilie Chouzenoux ◽  
Amel Benazza-Benyahia ◽  
Jean-Christophe Pesquet
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
High Dimension ◽  
Auxiliary Variable ◽  
Variable Method ◽  
Monte Carlo Algorithms

scholarly journals Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

2011 ◽  
Vol 39 (6) ◽  
pp. 3262-3289 ◽  
Author(s):  
G. Fort ◽  
E. Moulines ◽  
P. Priouret
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Algorithms
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