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