- Éric Moulines
Highly Influential Citations35
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In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of… Continue Reading
In this short note we present a proof, aimed at beginners, of the convergence of the stochastic approximation recursion i+1 = i+ i+1h( i)+ i+1 i+1 under the classical 0-level Kushner-Clark noise… Continue Reading