Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

3 October 2012

Papers citing "Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions"

6 / 6 papers shown

Title
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 91 480 0 03 Feb 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 87 187 0 06 Dec 2011
Gradient Flow from a Random Walk in Hilbert Space Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery OT 93 18 0 06 Aug 2011
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 87 99 0 02 Mar 2011
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 62 94 0 20 Aug 2010
Diffusion limits of the random walk Metropolis algorithm in high dimensions Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart 92 114 0 22 Mar 2010