Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
DOI10.1111/j.1467-9868.2005.00500.xzbMath1075.65012OpenAlexW2153811005MaRDI QIDQ5313588
Jeffrey S. Rosenthal, Gareth O. Roberts, Ole F. Christensen
Publication date: 1 September 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00500.x
samplingweak convergencenumerical examplesMetropolis-Hastings algorithmMarkov chain Monte Carlo methodsLangevin algorithmtransient phaserandom-walk Metropolis algorithm
Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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