Weak convergence and optimal scaling of random walk Metropolis algorithms
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Publication:1355737
DOI10.1214/aoap/1034625254zbMath0876.60015OpenAlexW2030911724WikidataQ56093168 ScholiaQ56093168MaRDI QIDQ1355737
Publication date: 10 November 1997
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1034625254
Central limit and other weak theorems (60F05) Probabilistic methods, stochastic differential equations (65C99)
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