Eero Saksman: On validating Adaptive MCMC methods
Eero Saksman, University of Helsinki
Tid: Må 2011-12-12 kl 15.15 - 16.00
Plats: Seminarierum 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7.
During last ten years Adaptive MCMC methods have gained popularity, and they have been applied to various simulation problems. Here we explain the idea behind adaptive MCMC and discuss the present knowledge on the convergence of such algorithms.