Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions (Q2289786)
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scientific article; zbMATH DE number 7157636
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| English | Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions |
scientific article; zbMATH DE number 7157636 |
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Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions (English)
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24 January 2020
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Markov chain
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diffusion limit
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consistency
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Monte Carlo
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Stein's method
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0.8324368596076965
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0.823189914226532
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0.8171917200088501
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0.8147667050361633
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0.8109896779060364
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