Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions |
scientific article; zbMATH DE number 5580227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions |
scientific article; zbMATH DE number 5580227 |
Statements
Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (English)
0 references
17 July 2009
0 references
random-walk Metropolis
0 references
Langevin
0 references
squared-jump-distance
0 references
Gaussian law on Hilbert space
0 references
Karhunen-Loève
0 references
Navier-Stokes PDE
0 references
diffusion
0 references
0.8465213775634766
0 references
0.8454752564430237
0 references
0.8354442715644836
0 references
0.834043025970459
0 references
0.8197489380836487
0 references
