Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (Q2240841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities |
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Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (English)
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4 November 2021
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anomalous optimal scaling
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expected square jump distance
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fractional Brownian motion
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Markov chain Monte Carlo
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Metropolis-adjusted Langevin algorithm
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Metropolis-Hastings
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random walk Metropolis
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