Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms (Q5313588)
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scientific article; zbMATH DE number 2201165
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| English | Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms |
scientific article; zbMATH DE number 2201165 |
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Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms (English)
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1 September 2005
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sampling
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numerical examples
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Markov chain Monte Carlo methods
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Metropolis-Hastings algorithm
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transient phase
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random-walk Metropolis algorithm
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Langevin algorithm
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weak convergence
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0.8785367608070374
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0.8699111938476562
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0.8312299847602844
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0.8244218826293945
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