Introduction to ``Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm by A. Durmus, É. Moulines

DOI10.1007/S11222-014-9529-2MaRDI QIDQ5963552zbMATH OpenOpenAlexFDO

Authors Heikki Haario

Publication date 22 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9529-2

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40) Markov processes (60Jxx)

Cited in

(1)

• Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm

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