Local consistency of Markov chain Monte Carlo methods

DOI10.1007/s10463-013-0403-3zbMath1281.62122arXiv1012.0996OpenAlexW3101785660MaRDI QIDQ2434135

Kengo Kamatani

Publication date: 17 February 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.0996

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Statistical distribution theory (62E99)

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Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution ⋮ Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions

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