Yves Atchade , Michigan.

Title: "Some recent advances in adaptive MCMC "

[Joint work with Christophe Andrieu and Gersende Fort.

Abstract:

Adaptive MCMC methods form a fairly recent addition to Monte Carlo simulation. The asymptotic behavior of such algorithms remains the object of much on-going research. This talk will survey the literature on the law of large numbers for adaptive MCMC and discuss some new developments.