Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit (Q2354897): Difference between revisions

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+Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
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+Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
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+Scaling analysis of multiple-try MCMC methods
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+Normal rank
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+Scaling analysis of delayed rejection MCMC methods
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+Optimal tuning of the hybrid Monte Carlo algorithm
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+Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
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+Optimal scaling of MaLa for nonlinear regression.
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+From Metropolis to diffusions: Gibbs states and optimal scaling.
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+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
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+Q3721531
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+Normal rank
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+Monte Carlo sampling methods using Markov chains and their applications
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+Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
+Normal rank
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+Q4039796
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+Diffusion limits of the random walk Metropolis algorithm in high dimensions
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+Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals
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+Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
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+Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
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+Noisy gradient flow from a random walk in Hilbert space
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+Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Optimal scaling for various Metropolis-Hastings algorithms.
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