Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (Q5203974)
From MaRDI portal
scientific article; zbMATH DE number 7141465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation |
scientific article; zbMATH DE number 7141465 |
Statements
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (English)
0 references
9 December 2019
0 references
asymptotic variance
0 references
Poisson equation for diffusions
0 references
variance reduction
0 references
scaling limits of Metropolis-Hastings chain
0 references
optimal Young's inequality
0 references
Berry-Esseen bound
0 references
large deviations
0 references
0 references
0 references
0 references
0 references
