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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
scientific article

    Statements

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