Bo Cai, Renate Meyer, François Perron. Metropolis-Hastings algorithms with adaptive proposals. Statistics and Computing, 18(4):421-433, 2008. [doi]
@article{CaiMP08,
title = {Metropolis-Hastings algorithms with adaptive proposals},
author = {Bo Cai and Renate Meyer and François Perron},
year = {2008},
doi = {10.1007/s11222-008-9051-5},
url = {http://dx.doi.org/10.1007/s11222-008-9051-5},
researchr = {https://researchr.org/publication/CaiMP08},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {18},
number = {4},
pages = {421-433},
}