Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
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Publication:2443195
DOI10.1214/13-AAP926zbMath1296.60195arXiv1210.1180MaRDI QIDQ2443195
Publication date: 4 April 2014
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.1180
Markov chain Monte CarlocouplingMetropolis algorithmEuler schemeLangevin diffusioncontractivity of Markov kernels
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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