Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
type: Item
instance of: scholarly article
title: Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
zbMATH Open document ID: 1329.60261
DOI: 10.3150/13-BEJ546
author: Benjamin Jourdain
author: Tony Lelièvre
author: Błażej Miasojedow
published in: Bernoulli
publication date: 2014-11-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/1212.5517
full work available at URL: https://projecteuclid.org/euclid.bj/1411134449
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6368422
zbMATH Keywords: Metropolis Hastings algorithms
zbMATH Keywords: random walk
zbMATH Keywords: optimal scaling
zbMATH Keywords: diffusion limits
zbMATH Keywords: propagation of chaos
MaRDI profile type: Publication
arXiv ID: 1212.5517
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OpenAlex ID: W4300895075
description: scientific article; zbMATH DE number 6368422