Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution (Q6252510)

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scientific article; zbMATH DE number 900227341
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Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution
scientific article; zbMATH DE number 900227341

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    20 June 2014
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    stat.ME
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    math.PR
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