Computational Complexity of MCMC in High Dimensions
Presenter
May 23, 2007
Keywords:
- stochastic systems
- MCMC (Monte-Carlo Markov chain method)
- probability theory
- mixing times
- scaling phenomena
- large dimensional phenomena
- infinite dimensional measures
- applied mathematics
- Karhunen-Loeve basis
- random walks
- Langevin equation
MSC:
- 37-xx
- 37Axx
- 37A25
- 82B41
- 82B80
- 82B31
- 82B30
- 82B28
- 82Bxx
- 82-xx
