Diffusion limit for the random walk Metropolis algorithm out of stationarity (Q2337836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion limit for the random walk Metropolis algorithm out of stationarity |
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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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