On nonlinear Markov chain Monte Carlo via Self-interacting approximations.

Pierre del Moral (1) , Arnaud Doucet (2) , Ajay Jasra (3) , Christophe Andrieu (4)

1 ALEA - Advanced Learning Evolutionary Algorithms
2 Dept of Statistics & Dept of Computer Science
3 Department of Computing [London]
4 Department of Mathematics [Bristol]

Domaines: Probabilités [math.PR]

Pierre del Moral, Arnaud Doucet, Ajay Jasra, Christophe Andrieu. On nonlinear Markov chain Monte Carlo via Self-interacting approximations.. Bernoulli, 2011, 17 (3), pp.987-1014. ⟨10.3150/10-BEJ307⟩. ⟨inria-00533437⟩