Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities (2021)

First Author: Vogrinc J
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/10.1214/20-aap1612

Publication URI: http://dx.doi.org/10.1214/20-aap1612

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 2