Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation

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Publication:5203974

DOI10.1017/apr.2019.40zbMath1427.60146arXiv1707.08510OpenAlexW2984713686WikidataQ126808212 ScholiaQ126808212MaRDI QIDQ5203974

Jure Vogrinc, Aleksandar Mijatović

Publication date: 9 December 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08510




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