Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities

DOI10.1214/18-AAP1380arXiv1510.02577MaRDI QIDQ6266242

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

Publication date: 9 October 2015

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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