Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (Q3188572)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits |
scientific article |
Statements
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits (English)
0 references
11 August 2016
0 references
Markov chain Monte Carlo algorithms
0 references
complexity
0 references
diffusion limits
0 references
random walk metropolis algorithm
0 references
metropolis-adjusted Langevin algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references