Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior (Q470057)
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scientific article; zbMATH DE number 6368422
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| English | Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior |
scientific article; zbMATH DE number 6368422 |
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Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior (English)
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11 November 2014
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Metropolis Hastings algorithms
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random walk
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optimal scaling
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diffusion limits
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propagation of chaos
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0.932579219341278
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0.8699111938476562
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0.8474952578544617
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0.8464764952659607
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0.8437137007713318
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