Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (Q5203974)
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scientific article; zbMATH DE number 7141465
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| English | Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation |
scientific article; zbMATH DE number 7141465 |
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Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (English)
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9 December 2019
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asymptotic variance
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Poisson equation for diffusions
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variance reduction
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scaling limits of Metropolis-Hastings chain
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optimal Young's inequality
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Berry-Esseen bound
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large deviations
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0.8078811168670654
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0.8051097989082336
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0.7974499464035034
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0.7968569397926331
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0.7956712245941162
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