C. Andrieu, E. Moulines
On the Ergodicity Properties of some Adaptive MCMC Algorithms
C. Andrieu, E. Moulines and P. Priouret
Stability of Stochastic Approximation under Verifiable Conditions
, to appear in SIAM Journal on Control and Optimization, 2004.
C. Andrieu, E. Moulines and S. Volkov
Convergence of stochastic approximation for Lyapunov stable dynamics: a proof from first principles