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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English | Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution |
scientific article; zbMATH DE number 900227341 |
Statements
20 June 2014
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stat.ME
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math.PR
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