Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

DOI10.1214/13-AAP982zbMath1307.65002arXiv1112.1392WikidataQ56894224 ScholiaQ56894224MaRDI QIDQ473164

Andrew M. Stuart, Martin Hairer, Sebastian J. Vollmer

Publication date: 21 November 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1392

zbMATH Keywords

random walkMetropolis-Hastings algorithmGaussian random field\(L^{2}\)-spectral gapsMarkov chain Monte Carlo in infinite dimensionssampling algorithmWasserstein spectral gapsweak Harris theorem

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Random fields (60G60) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Numerical analysis or methods applied to Markov chains (65C40)

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