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MR1649199 (2000f:62063) 62F15 (60J10 65C05)
Gilks, Walter R.; Roberts, Gareth O.; Sahu, Sujit K. Adaptive Markov chain Monte Carlo through regeneration. J. Amer. Statist. Assoc. 93 (1998), no. 443, 1045–1054.
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