Computational complexity of metropolis-hastings methods in high dimensions

Monte Carlo and Quasi-Monte Carlo Methods 2008

Volumn , Issue , 2009, Pages 61-71

  Beskos, Alexandros ^a   Stuart, Andrew ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY;

HIGH DIMENSIONS; MCMC METHOD; METROPOLIS HASTINGS; METROPOLIS-HASTINGS METHOD; PROBABILITY MEASURES;

MONTE CARLO METHODS;

EID: 84904125684     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-04107-5_4     Document Type: Conference Paper

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