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• W2024053721 abstract "We prove sharp rates of convergence to stationarity for a simple case of the Metropolis algorithm: the placement of a single disc of radius h randomly into the interval [ − 1 − h, 1 + h], with h > 0 small. We find good approximations for the top eigenvalues and eigenvectors. The analysis gives rigorous proof for the careful numerical work (in Exp. Math. 13, 207–213). The micro-local techniques employed offer promise for the analysis of more realistic problems." @default.
• W2024053721 created "2016-06-24" @default.
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• W2024053721 date "2008-07-05" @default.
• W2024053721 modified "2023-10-17" @default.
• W2024053721 title "Micro-local analysis for the Metropolis algorithm" @default.
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• W2024053721 doi "https://doi.org/10.1007/s00209-008-0383-9" @default.
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