Diffusion limits of the random walk Metropolis algorithm in high dimensions (2012)

First Author: Mattingly J
Attributed to:  Problems at the Applied Mathematics / Statistics Interface funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/10-aap754

Publication URI: http://dx.doi.org/10.1214/10-aap754

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 3