WEAK CONVERGENCE RATES OF POPULATION VERSUS SINGLE-CHAIN STOCHASTIC APPROXIMATION MCMC ALGORITHMS
Type
ArticleKAUST Grant Number
KUS-C1-016-04Date
2014Permanent link to this record
http://hdl.handle.net/10754/672846
Metadata
Show full item recordCitation
Song, Q., Wu, M., & Liang, F. (2014). Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms. Advances in Applied Probability, 46(04), 1059–1083. doi:10.1017/s0001867800007540Sponsors
Liang's research was supported in part by the National Science Foundation grants DMS-1106494 and DMS-1317131, and the King Abdullah University of Science and Technology (KAUST) award KUS-C1-016-04. The authors thank the editor, the associate editor, and the anonymous referee for constructive comments that led to a significant improvement of this paper.Publisher
APPLIED PROBABILITY TRUSTJournal
ADVANCES IN APPLIED PROBABILITYae974a485f413a2113503eed53cd6c53
10.1017/s0001867800007540