Adaptive proposal distribution for random walk Metropolis algorithm. - Heikki Haario; Eero Saksman; Johanna Tamminen (Comput. Stat., 1999)

Componentwise adaptation for high dimensional MCMC. - Heikki Haario; Eero Saksman; Johanna Tamminen (Comput. Stat., 2005)

DRAM: Efficient adaptive MCMC. - Heikki Haario; Marko Laine; Antonietta Mira; Eero Saksman (Stat. Comput., 2006)

Local independence of fractional Brownian motion - Ilkka Norros; Eero Saksman (CoRR, 2007)