Diffusion limit for the random walk Metropolis algorithm out of stationarity (Q2337836): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4896
@@ Property / arXiv ID: 1405.4896 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of a class of stochastic approximation procedures
+Normal rank
@@ Property / cites work @@
+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
+Normal rank
@@ Property / cites work @@
+Analysis of SPDEs arising in path sampling. II: The nonlinear case
+Normal rank
@@ Property / cites work @@
+Analysis of SPDEs arising in path sampling. I: The Gaussian case
+Normal rank
@@ Property / cites work @@
+Q3946864
@@ Property / cites work: Q3946864 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit
+Normal rank
@@ Property / cites work @@
+Non-stationary phase of the MALA algorithm
@@ Property / cites work: Non-stationary phase of the MALA algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion limits of the random walk Metropolis algorithm in high dimensions
+Normal rank
@@ Property / cites work @@
+A function space HMC algorithm with second order Langevin diffusion limit
+Normal rank
@@ Property / cites work @@
+Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
+Normal rank
@@ Property / cites work @@
+Noisy gradient flow from a random walk in Hilbert space
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Weak convergence and optimal scaling of random walk Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Optimal Scaling of Discrete Approximations to Langevin Diffusions
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Metropolis-Hastings kernels for general state spaces
+Normal rank
@@ Property / OpenAlex ID @@
+W2963398636
@@ Property / OpenAlex ID: W2963398636 / rank @@
+Normal rank