WEAK CONVERGENCE RATES OF POPULATION VERSUS SINGLE-CHAIN STOCHASTIC APPROXIMATION MCMC ALGORITHMS
KAUST Grant NumberKUS-C1-016-04
Permanent link to this recordhttp://hdl.handle.net/10754/672846
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CitationSong, 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/s0001867800007540
SponsorsLiang'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.
PublisherAPPLIED PROBABILITY TRUST
JournalADVANCES IN APPLIED PROBABILITY