Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (Q3188572): Difference between revisions

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Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
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    Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (English)
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    11 August 2016
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    Markov chain Monte Carlo algorithms
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    complexity
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    diffusion limits
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    random walk metropolis algorithm
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    metropolis-adjusted Langevin algorithm
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