Pages that link to "Item:Q470057"

The following pages link to Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior (Q470057):

Displaying 11 items.

• A Dirichlet form approach to MCMC optimal scaling (Q1679476) (← links)
• Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
• Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation (Q2106803) (← links)
• Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets (Q2195556) (← links)
• Optimal scaling of random-walk Metropolis algorithms on general target distributions (Q2196541) (← links)
• Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (Q2240841) (← links)
• Non-stationary phase of the MALA algorithm (Q2315120) (← links)
• Diffusion limit for the random walk Metropolis algorithm out of stationarity (Q2337836) (← links)
• Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit (Q2354897) (← links)
• Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (Q3188572) (← links)
• Optimal scaling of MCMC beyond Metropolis (Q6159395) (← links)