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