Pages that link to "Item:Q2389596"

The following pages link to Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596):

Displayed 6 items.

• Diffusion limits of the random walk Metropolis algorithm in high dimensions (Q433896) ‎ (← links)
• Hybrid Monte Carlo on Hilbert spaces (Q719371) ‎ (← links)
• Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions (Q1931320) ‎ (← links)
• Optimal tuning of the hybrid Monte Carlo algorithm (Q2435211) ‎ (← links)
• Minimising MCMC variance via diffusion limits, with an application to simulated tempering (Q2443188) ‎ (← links)
• Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule (Q4918557) ‎ (← links)