Micro-local analysis for the Metropolis algorithm
DOI10.1007/S00209-008-0383-9zbMATH Open1178.60053OpenAlexW2024053721MaRDI QIDQ1024207FDOQ1024207
Publication date: 16 June 2009
Published in: Mathematische Zeitschrift (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00209-008-0383-9
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Cited In (14)
- Another conversation with Persi Diaconis
- The mathematics of mixing things up
- Geometric analysis for the Metropolis algorithm on Lipschitz domains
- Random walk on surfaces with hyperbolic cusps
- Title not available (Why is that?)
- Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics
- Metropolis
- Gibbs/Metropolis algorithms on a convex polytope
- Semi-classical analysis of a random walk on a manifold
- Metropolis Monte Carlo sampling: convergence, localization transition and optimality
- Spectral asymptotics for the Metropolis algorithm on singular domains
- Sparse locally-jammed disk packings
- Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
- The Markov chain Monte Carlo revolution
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