Metropolis

MaRDI QIDQ3622439zbMATH OpenFDO

Authors Gilles Lebau

Publication date 28 April 2009

zbMATH Keywords

convergenceeigenvalueseigenvectorsMetropolis algorithmMonte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• Micro-local analysis for the Metropolis algorithm
• Geometric analysis for the Metropolis algorithm on Lipschitz domains
• Rates of convergence of the Hastings and Metropolis algorithms
• Exact bound for the convergence of metropolis chains
• Spectral asymptotics for the Metropolis algorithm on singular domains

Cited in

(3)

• Micro-local analysis for the Metropolis algorithm
• scientific article; zbMATH DE number 431548 (Why is no real title available?)
• Geometric analysis for the Metropolis algorithm on Lipschitz domains

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