On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions

DOI10.1093/BIOMET/ASAD060MaRDI QIDQ6637869

Alain Durmus, E. Moulines

Publication date: 13 November 2024

Published in: Biometrika (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloMetropolis-adjusted Langevin algorithm\(V\)-geometric uniform ergodicity

Mathematics Subject Classification ID

Statistics (62-XX)

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