Nonasymptotic mixing of the MALA algorithm (Q4907962): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:15, 8 February 2024
scientific article; zbMATH DE number 6139388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic mixing of the MALA algorithm |
scientific article; zbMATH DE number 6139388 |
Statements
Nonasymptotic mixing of the MALA algorithm (English)
0 references
27 February 2013
0 references
stochastic differential equations
0 references
Metropolis-Hastings algorithm
0 references
Metropolis-adjusted Langevin algorithm
0 references
weak accuracy
0 references
spectral gap
0 references
geometric ergodicity
0 references
invariant measures
0 references
transition probability
0 references
convergence to equilibrium
0 references
convergence rate
0 references
finite-time transition probability
0 references
