Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions
نویسندگان
چکیده
منابع مشابه
Spectral Gaps for a Metropolis–hastings Algorithm in Infinite Dimensions By
We study the problem of sampling high and infinite dimensional target measures arising in applications such as conditioned diffusions and inverse problems. We focus on those that arise from approximating measures on Hilbert spaces defined via a density with respect to a Gaussian reference measure. We consider the Metropolis–Hastings algorithm that adds an accept– reject mechanism to a Markov ch...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2014
ISSN: 1050-5164
DOI: 10.1214/13-aap982