Diffusion limit for the random walk Metropolis algorithm out of stationarity (Q2337836)
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scientific article; zbMATH DE number 7133732
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| English | Diffusion limit for the random walk Metropolis algorithm out of stationarity |
scientific article; zbMATH DE number 7133732 |
Statements
Diffusion limit for the random walk Metropolis algorithm out of stationarity (English)
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20 November 2019
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Markov chain Monte Carlo
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random walk Metropolis algorithm
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diffusion limit
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optimal scaling
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0.8754523992538452
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0.8543146252632141
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0.8444873690605164
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0.8437298536300659
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0.8422115445137024
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