Diffusion limits of the random walk Metropolis algorithm in high dimensions

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Mattingly, JC; Pillai, NS; Stuart, AM

Published Date

  • June 2012

Published In

Volume / Issue

  • 22 / 3

Start / End Page

  • 881 - 930

Published By

International Standard Serial Number (ISSN)

  • 1050-5164

Digital Object Identifier (DOI)

  • 10.1214/10-aap754

Language

  • en