Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions (Q2289786)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions |
scientific article |
Statements
Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions (English)
0 references
24 January 2020
0 references
Markov chain
0 references
diffusion limit
0 references
consistency
0 references
Monte Carlo
0 references
Stein's method
0 references
0 references
0 references
0 references
0 references
