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