Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution (Q1750100)
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| English | Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution |
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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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0.88942325
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0.8819039
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0.8806776
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0.87378895
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0.87152654
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