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/S11222-014-9529-2zbMATH Open1333.62197OpenAlexW2062698540MaRDI QIDQ5963552FDOQ5963552

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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