Micro-local analysis for the Metropolis algorithm
نویسندگان
چکیده
منابع مشابه
Micro-local Analysis for the Metropolis Algorithm
Abstract We prove sharp rates of convergence to stationarity for a simple case of the Metropolis algorithm: the placement of a single disc of radius h randomly into the interval [−1 − h, 1 + h], with h > 0 small. We find good approximations for the top eigenvalues and eigenvectors. The analysis gives rigorous proof for the careful numerical work in ([DN04]). The micro-local techniques employed ...
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ژورنال
عنوان ژورنال: Mathematische Zeitschrift
سال: 2008
ISSN: 0025-5874,1432-1823
DOI: 10.1007/s00209-008-0383-9