Diffusion Limit for the Random Walk Metropolis Algorithm out of stationarity
- Submitting institution
-
Heriot-Watt University
(joint submission with University of Edinburgh)
- Unit of assessment
- 10 - Mathematical Sciences
- Output identifier
- 15041278
- Type
- D - Journal article
- DOI
-
10.1214/18-AIHP929
- Title of journal
- Annales de l'institut Henri Poincare (B) Probability and Statistics
- Article number
- -
- First page
- 1599
- Volume
- 55
- Issue
- 3
- ISSN
- 0246-0203
- Open access status
- Compliant
- Month of publication
- August
- Year of publication
- 2019
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -