Nonasymptotic mixing of the MALA algorithm (Q4907962)
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scientific article; zbMATH DE number 6139388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic mixing of the MALA algorithm |
scientific article; zbMATH DE number 6139388 |
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Nonasymptotic mixing of the MALA algorithm (English)
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27 February 2013
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stochastic differential equations
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Metropolis-Hastings algorithm
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Metropolis-adjusted Langevin algorithm
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weak accuracy
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spectral gap
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geometric ergodicity
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invariant measures
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transition probability
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convergence to equilibrium
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convergence rate
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finite-time transition probability
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