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Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation (2019)

First Author: Mijatovic A

Attributed to: Dirichlet forms and Markov Chain Monte Carlo funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/apr.2019.40

Publication URI: http://dx.doi.org/10.1017/apr.2019.40

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: 4