Multidimensional examples of the Metropolis algorithm

MaRDI QIDQ6152006zbMATH OpenFDO

Authors Laurent Saloff-Coste

Publication date 11 March 2024

Full work available at URL https://arxiv.org/abs/2201.13255, http://yokohamapublishers.jp/online2/oppafa/vol9/p305.html

zbMATH Keywords

finite Markov chainsMetropolis algorithmspectral gap

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dirichlet form methods in Markov processes (60J46)

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