Geometric analysis for the metropolis algorithm on Lipschitz domains
成果类型：
Article
署名作者：
Diaconis, Persi; Lebeau, Gilles; Michel, Laurent
署名单位：
Universite Cote d'Azur; Stanford University; Stanford University
刊物名称：
INVENTIONES MATHEMATICAE
ISSN/ISSBN：
0020-9910
DOI：
10.1007/s00222-010-0303-6
发表日期：
2011
页码：
239-281
关键词：
摘要：
This paper gives geometric tools: comparison, Nash and Sobolev inequalities for pieces of the relevant 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.