Computational complexity of Metropolis-Hastings methods in high dimensions

DOI10.1007/978-3-642-04107-5_4MaRDI QIDQ3405426zbMATH OpenOpenAlexFDO

Authors Alexandros Beskos, A. M. Stuart

Publication date 15 February 2010

Published in Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04107-5_4

zbMATH Keywords

computational complexityMarkov chain Monte Carlo methodsMetropolis-Hastings methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Complexity and performance of numerical algorithms (65Y20)

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