Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution (Q1750100)

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scientific article; zbMATH DE number 6869890
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    Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
    scientific article; zbMATH DE number 6869890

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      Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution (English)
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      18 May 2018
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      consistency
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      Malliavin calculus
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      Markov chain
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      Monte Carlo
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      Stein's method
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