Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions |
scientific article |
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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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