Geometric analysis for the Metropolis algorithm on Lipschitz domains
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Publication:636824
DOI10.1007/s00222-010-0303-6zbMath1227.60093OpenAlexW2012916806MaRDI QIDQ636824
Persi Diaconis, Gilles Lebeau, Laurent Michel
Publication date: 30 August 2011
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00222-010-0303-6
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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