A Dirichlet form approach to MCMC optimal scaling (Q1679476): Difference between revisions

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Property / DOI: 10.1016/j.spa.2017.03.021 / rank
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Latest revision as of 03:03, 11 December 2024

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A Dirichlet form approach to MCMC optimal scaling
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    A Dirichlet form approach to MCMC optimal scaling (English)
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    9 November 2017
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    Dirichlet form
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    infinite-dimensional stochastic processes
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    asymptotic analysis for MCMC
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    Markov chain Monte Carlo (MCMC)
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    Metropolis-Hastings random walk sampler
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    Mosco convergence
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    scaling limits
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    optimal scaling
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    weak convergence
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