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Latest revision as of 19:44, 1 July 2024

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Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
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    Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (English)
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    17 July 2009
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    random-walk Metropolis
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    Langevin
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    squared-jump-distance
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    Gaussian law on Hilbert space
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    Karhunen-Loève
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    Navier-Stokes PDE
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    diffusion
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