Posts Tagged ‘ nonparametrics ’

Adap’skiii [day 2]

January 5, 2011
Adap’skiii [day 2]

Another exciting day at Adap’skiii!!! Yves Atchadé presented a very recent work on the fundamental issue of estimating the asymptotic variance estimation for adaptive MCMC algorithms, with an intriguing experimental observation that a non-converging bandwidth with rate 1/n was providing better coverage than the converging rate. (I always found the issue of estimating the asymptotic

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