Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (Q2240841)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities |
scientific article |
Statements
Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (English)
0 references
4 November 2021
0 references
anomalous optimal scaling
0 references
expected square jump distance
0 references
fractional Brownian motion
0 references
Markov chain Monte Carlo
0 references
Metropolis-adjusted Langevin algorithm
0 references
Metropolis-Hastings
0 references
random walk Metropolis
0 references
0 references
0 references
0 references
0 references
0 references
0 references