A Dirichlet form approach to MCMC optimal scaling☆
Under a Creative Commons license
open access
MSC
60F05
60J22
65C05
Keywords
Dirichlet form
Infinite-dimensional stochastic processes
Asymptotic analysis for MCMC
Markov chain Monte Carlo (MCMC)
Metropolis–Hastings Random Walk (MHRW) sampler
Mosco convergence
Scaling limits
Optimal scaling
Weak convergence
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This is a theoretical research paper and as such, no new data were created during this study.
© 2017 The Author(s). Published by Elsevier B.V.