A tutorial on adaptive MCMC. Andrieu, C & Thoms, J Statistics and Computing, 18(4):343–373, 2008.
bibtex   
@Article{Andrieu2008,
author = {Andrieu, C and Thoms, J}, 
title = {A tutorial on adaptive MCMC}, 
journal = {Statistics and Computing}, 
volume = {18}, 
number = {4}, 
pages = {343--373}, 
year = {2008}, 
abstract = {}, 
location = {}, 
keywords = {}}

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