A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is
Recent advances in adaptive Markov chain Monte Carlo (AMCMC) include the need for regional adaptation in situations when the optimal transition kernel is different across different regions of the sample space. Motivated by these findings, we propose a mixture-based approach to determine the partition needed for regional AMCMC. The mixture model is fitted using an online EM algorithm (see Andrieu and Moulines, 2006) which allows us to bypass simultaneously the heavy computational load and todoi:10.1198/jcgs.2010.09035 fatcat:sdfzpdw3krg5vhqip5do365e2u