Convergence of adaptive direction sampling

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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. © 1994 Academic Press, Inc.

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Roberts, G. O., & Gilks, W. R. (1994). Convergence of adaptive direction sampling. Journal of Multivariate Analysis, 49(2), 287–298. https://doi.org/10.1006/jmva.1994.1028

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