Asymptotic analysis of the random walk metropolis algorithm on ridged densities

DOI10.1214/18-AAP1380MaRDI QIDQ1617150

Alexandros Beskos, Gareth O. Roberts, Natesh S. Pillai, Alexandre H. Thiery

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02577

zbMATH Keywords

manifoldgeneratordiffusion limitrandom-walk metropolis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)

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