Introduction to "Quantitative bounds of convergence for geometrically ergodic Markov Chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm" by A. Durmus, É. Moulines.
Heikki HaarioPublished in: Stat. Comput. (2015)
Keyphrases
- markov chain
- monte carlo
- markov chain monte carlo
- worst case
- markov model
- steady state
- monte carlo simulation
- learning algorithm
- transition matrix
- monte carlo method
- markov process
- dynamic programming
- algo rithm
- population size
- stationary distribution
- closed form
- parameter estimation
- optimal solution
- objective function
- bayesian networks
- random walk
- upper bound
- k means
- reinforcement learning