Heikki Haario, Eero Saksman, Johanna Tamminen. Componentwise adaptation for high dimensional MCMC. Comput. Stat., 20(2):265-273, 2005. [doi]
@article{HaarioST05,
title = {Componentwise adaptation for high dimensional MCMC},
author = {Heikki Haario and Eero Saksman and Johanna Tamminen},
year = {2005},
doi = {10.1007/BF02789703},
url = {https://doi.org/10.1007/BF02789703},
researchr = {https://researchr.org/publication/HaarioST05},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {20},
number = {2},
pages = {265-273},
}