Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms (Q5313588): Difference between revisions

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Property / author: Ole F. Christensen / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00500.x / rank
 
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Latest revision as of 14:54, 10 June 2024

scientific article; zbMATH DE number 2201165
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English
Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
scientific article; zbMATH DE number 2201165

    Statements

    Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms (English)
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    1 September 2005
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    sampling
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    numerical examples
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    Markov chain Monte Carlo methods
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    Metropolis-Hastings algorithm
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    transient phase
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    random-walk Metropolis algorithm
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    Langevin algorithm
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    weak convergence
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