Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions

Date: 2014

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Hairer, M., Stuart, A.M. and Vollmer, S.J. (2014) ‘Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions’, The Annals of Applied Probability, 24(6), pp. 2455–2490. doi: 10.1214/13-aap982.

Full text available at arxiv.org

Author

Dr. Sebastian Vollmer

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Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions

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