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