A Dirichlet form approach to MCMC optimal scaling (Q1679476)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dirichlet form approach to MCMC optimal scaling |
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A Dirichlet form approach to MCMC optimal scaling (English)
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9 November 2017
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Dirichlet form
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infinite-dimensional stochastic processes
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asymptotic analysis for MCMC
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Markov chain Monte Carlo (MCMC)
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Metropolis-Hastings random walk sampler
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Mosco convergence
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scaling limits
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optimal scaling
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weak convergence
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