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Results: 4

Authors: Hairer, Martin Stuart, Andrew M. Voss, Jochen
Citation: Hairer, Martin et al., Sampling conditioned hypoelliptic diffusions, Annals of applied probability , 21(2), 2011, pp. 669-698

Authors: Mattingly, Jonathan C. Pillai, Natesh S. Stuart, Andrew M.
Citation: C. Mattingly, Jonathan et al., Diffusion limits of the random walk Metropolis algorithm in high dimensions, Annals of applied probability , 22(3), 2012, pp. 881-930

Authors: Pillai, Natesh S. Stuart, Andrew M. Thiéry Alexandre H.
Citation: S. Pillai, Natesh et al., Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions, Annals of applied probability , 22(6), 2012, pp. 2320-2356

Authors: Hairer, Martin Stuart, Andrew M. Vollmer, Sebastian J.
Citation: Hairer, Martin et al., Spectral gaps for a Metropolis.Hastings algorithm in infinite dimensions, Annals of applied probability , 24(6), 2014, pp. 2455-2490
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