Geometric analysis for the Metropolis algorithm on Lipschitz domains

DOI10.1007/S00222-010-0303-6zbMath1227.60093OpenAlexW2012916806MaRDI QIDQ636824

Persi Diaconis, Gilles Lebeau, Laurent Michel

Publication date: 30 August 2011

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00222-010-0303-6

zbMATH Keywords

geometric analysisMetropolis algorithmLipschitz domainsMetropolis operator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites Work

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• Nash inequalities for finite Markov chains
• Random close packing of granular matter
• Micro-local analysis for the Metropolis algorithm
• Comparison techniques for random walk on finite groups
• Semi-classical analysis of a random walk on a manifold

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