Convergence of Adaptive Direction Sampling

G. O. Roberts and W. R. Gilks

Journal of Multivariate Analysis, 1994, vol. 49, issue 2, 287-298

Abstract: We consider the convergence of adaptive direction sampling, concentrating mainly on a special case, the "snooker algorithm" for which a powerful irreducibility result can be proved under extremely mild regularity conditions.

Date: 1994
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