Geometric analysis for the metropolis algorithm on Lipschitz domainsReport as inadecuate




Geometric analysis for the metropolis algorithm on Lipschitz domains - Download this document for free, or read online. Document in PDF available to download.

1 Department of Statistics - Stanford University 2 JAD - Laboratoire Jean Alexandre Dieudonné

Abstract : This paper gives geometric tools: comparison, Nash and Sobolev inequalities for pieces of the relevent Markov operators, that give useful bounds on rates of convergence for the Metropolis algorithm. As an example, we treat the random placement of N hard discs in the unit square, the original application of the Metropolis algorithm .





Author: Persi Diaconis - Gilles Lebeau - Laurent Michel -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents