{"entities":{"Q997939":{"pageid":999787,"ns":120,"title":"Item:Q997939","lastrevid":57308022,"modified":"2026-03-30T09:05:43Z","type":"item","id":"Q997939","labels":{"en":{"language":"en","value":"Optimal scaling for partially updating MCMC algorithms"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5178100"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$39DA5486-B292-45DF-A29F-43F5426B3F68","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9a800551047f21466f567379274f0f1cef9e722b","datavalue":{"value":{"text":"Optimal scaling for partially updating MCMC algorithms","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q997939$FE4D2A3B-8831-44AB-9A4E-079EBA9C303D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ded5fef55762828c79228ad9504dec88a3cb6e2c","datavalue":{"value":"1127.60021","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$7D64CF32-24BF-48AA-9E8C-20FE2FA98C8F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9af0dca9f03888c2df1ba029a1935dbeb2afad01","datavalue":{"value":"10.1214/105051605000000791","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$D81CECE0-C726-4015-86EC-D10585B98BE7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7db5b6096ec8c76e490ec3a1f967780e1ce419db","datavalue":{"value":{"entity-type":"item","numeric-id":244778,"id":"Q244778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$657CA7DD-617E-4BF5-8765-773FAEDA827C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c53dd181e68c45fef24cc9bd65cf7521e00b4a66","datavalue":{"value":{"entity-type":"item","numeric-id":216423,"id":"Q216423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$352B5EEB-2182-458B-875B-8FE6C02E7A36","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$9B6C9B4A-B963-4DB4-8201-D3FFD5F9131E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bad4c1ed22839c483148e58bd006f9d5afafaf57","datavalue":{"value":{"time":"+2007-08-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q997939$E3009345-62AF-4B92-9073-EC263BD05983","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3688efe954153ffd4442d9eb1d2fcd527ff83e33","datavalue":{"value":"https://arxiv.org/abs/math/0607054","type":"string"},"datatype":"url"},"type":"statement","id":"Q997939$5D5E9039-668C-4BFB-B7C9-EA64D49CEA08","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"bfa263c50f24482a3bf6f639ce308b4e74301ec3","datavalue":{"value":"Asymptotic behavior of the random walk Metropolis-within-Gibbs (RWM) and Metropolis adjusted Langevin-within-Gibbs (MALA) algorithms of MCMC sampling are considered in the case when the dimensionality of the sampling space \\(d\\to\\infty\\) and the dimensionality of the proposed jump at each step is \\(cd\\) for some fixed \\(0\\leq c\\leq 1 \\). The limit average acceptance rate is evaluated for these algorithms in the case when the target distribution consists of i.i.d. entries and in the case of an exchangeable normal target, e.g., in the i.i.d. case the optimal acceptance rate for RWM is 0.234. The authors conclusion is that while full dimensional Langevein updates are worthwhile, full-dimensional Metropolis ones are asymptotically no better then smaller dimensional updating schemes. Results of simulations are presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q997939$18E78F73-8219-41B5-9E9F-8AFB29CE67A4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$2CAA22CD-EC78-4003-A837-02422658ED9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$9BCE0EC6-3EE1-4CE1-91A6-14E2EFB67BC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b23b4581d19061667c697da14a890aa055e6f323","datavalue":{"value":"65C40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$FD31B9CA-9E62-4ABB-A92B-98C144121BD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"69417b84cc431ede4e5ec12a55be58b45cd19ec0","datavalue":{"value":"60J22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$B193DA78-9626-42F6-9558-9A428EB55549","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b4a86639846163d2636487c1adb9373de0116321","datavalue":{"value":"5178100","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$A86793E3-1115-4D4A-8498-FD5D78E20FAC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80e3f5fd278c43a00832e9bf42ae72ff628de37e","datavalue":{"value":"Metropolis algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q997939$90815ED0-BBB2-42EC-8C7D-A2A8EC9268FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"38c2f0d8c365e6d5bada212c55bb00fa1723fba8","datavalue":{"value":"Langevin algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q997939$CA05BCB0-2AB9-4DA3-A4FF-8DCFFAA815E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7e8eecdc1c377e64f81485d4fbc99e14c2691aa","datavalue":{"value":"Markov chain Monte Carlo","type":"string"},"datatype":"string"},"type":"statement","id":"Q997939$FB7B6C44-4A77-41E1-AA7F-1E83E03D6A16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8680d38aff9a803c83659b467541a17a67c525f","datavalue":{"value":"weak convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q997939$8B0CEC30-4C7B-49F1-BBC2-13118B629B62","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"6cc7d4f6d045e9ad7fdbf3b577cc03099a30b31b","datavalue":{"value":{"entity-type":"item","numeric-id":1775985,"id":"Q1775985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$9697218D-8D4E-4583-AEB0-317AC7FF9E6F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$8C7D941C-6F28-4F9C-88D4-4D5455F335A4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"700b3302a380853f86acdb1e9cd1decdc97843b3","datavalue":{"value":"W2088198131","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q997939$9456AF46-5CDD-4CB9-88FB-81A118344A8A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac89c6d52a7b4808087c3b5979aefa227f2f15c6","datavalue":{"value":{"entity-type":"item","numeric-id":5560061,"id":"Q5560061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$CA5200E7-0084-4389-B17B-5728B94E87F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"540b04244be1dfa83d939f4134420c4012f4f2f4","datavalue":{"value":{"entity-type":"item","numeric-id":1879490,"id":"Q1879490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$CB455820-F62C-41E0-9CD5-7191713D4828","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9d4c497fb6c1130d68266bfc3951a0b212649a6","datavalue":{"value":{"entity-type":"item","numeric-id":3999383,"id":"Q3999383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$23226247-400B-4DC8-82F4-74B4FB71D832","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"448e656bc369b71250d87dff3a27617092a65081","datavalue":{"value":{"entity-type":"item","numeric-id":3721531,"id":"Q3721531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$AB68DC7E-AA82-4237-B0FA-57A4C1AA3714","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a86758fa30a18de40d5dd61c795583d19e4600bf","datavalue":{"value":{"entity-type":"item","numeric-id":1355737,"id":"Q1355737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$1879ABA4-4B27-4523-BD37-E04B7EC7ED93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f6e3548af896c484564de7ed4a7229ecacc13ec7","datavalue":{"value":{"entity-type":"item","numeric-id":4214235,"id":"Q4214235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$781E4BFD-AFD1-4629-AAAA-3969BD975CCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"caf642e1e882d3c6caa66e6970c0fafaa5c44fec","datavalue":{"value":{"entity-type":"item","numeric-id":1431214,"id":"Q1431214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$B0159BD8-4A7A-449F-8C97-08E72C4F2FF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0a907ff0bd7392ef8937a987efd43430613eecb1","datavalue":{"value":{"entity-type":"item","numeric-id":4363938,"id":"Q4363938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$83B45277-5A77-4A09-B68E-205364754AF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b58905f469375213dddf10019f8109ba47c3717f","datavalue":{"value":{"entity-type":"item","numeric-id":1398011,"id":"Q1398011"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$4B5D6F76-EE7F-42DD-AE5B-B70333130AC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c104c983447e61aec127baf226ee17cfcc4d4788","datavalue":{"value":{"entity-type":"item","numeric-id":3763296,"id":"Q3763296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q997939$99D1CF9B-7382-4B0E-A242-8FBF522F13F0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ece766c373c3ee360a8de336dce4a73fbdb301a4","datavalue":{"value":{"entity-type":"item","numeric-id":1431214,"id":"Q1431214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3cbde5b3b49e16bb11392c2927133434515dba42","datavalue":{"value":{"amount":"+0.8658766746520996","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q997939$34F8516B-E1E9-4D92-98B8-EFE25A4F2AC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"df92e36c07004460a09c1913b612e3a9e737f2bf","datavalue":{"value":{"entity-type":"item","numeric-id":3626373,"id":"Q3626373"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d8d15c329a4a595a42ee9c018e0c6dbb1210ce3e","datavalue":{"value":{"amount":"+0.851737916469574","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q997939$D1C34426-4F33-4853-88EB-F91A5C6E57FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b6188c7e16a337ccbe20496a2b2b109b9da6593b","datavalue":{"value":{"entity-type":"item","numeric-id":4214235,"id":"Q4214235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16f5c335b2d88330cd92b91ba507a2eee0f86bb6","datavalue":{"value":{"amount":"+0.8491782546043396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q997939$C42C3A25-6946-42F3-892E-59EF645D309E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a35479e1f06606d57372b255dd912b8d3ef2a81","datavalue":{"value":{"entity-type":"item","numeric-id":6159395,"id":"Q6159395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9885218a86ba491f5500a558b62eb9d800b85c77","datavalue":{"value":{"amount":"+0.8354453444480896","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q997939$20169C8B-9A35-4AC8-A225-22D736FB2E07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"823004d4f447034fa8d15869ee89ad423e625dc8","datavalue":{"value":{"entity-type":"item","numeric-id":4918557,"id":"Q4918557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b14187c9fb82aee72f61926e91ba7e524805a284","datavalue":{"value":{"amount":"+0.8227697610855103","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q997939$5D472AE6-E560-4085-BEEE-BEAB688B6F8B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:997939","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:997939"}}}}}