Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596)
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scientific article; zbMATH DE number 5580227
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| 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)
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17 July 2009
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random-walk Metropolis
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Langevin
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squared-jump-distance
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Gaussian law on Hilbert space
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Karhunen-Loève
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Navier-Stokes PDE
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diffusion
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0.8465213775634766
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0.8454752564430237
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0.8354442715644836
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0.834043025970459
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0.8197489380836487
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