Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit (Q2354897)
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scientific article; zbMATH DE number 6464850
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| English | Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit |
scientific article; zbMATH DE number 6464850 |
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Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit (English)
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27 July 2015
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random walk Metropolis algorithm
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mean-field limit
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diffusion limits
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optimal scaling
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propagation of chaos
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0.93561274
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0.9330567
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0.9280555
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0.92411923
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0.92025745
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0.9170823
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0.9158176
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0.91281295
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