Now showing items 1-2 of 2

    • Diffusion limits of the random walk metropolis algorithm in high dimensions 

      Mattingly, Jonathan Christopher; Pillai, NS; Stuart, AM (Annals of Applied Probability, 2012-06-01)
      Diffusion limits of MCMC methods in high dimensions provide a useful theoretical tool for studying computational complexity. In particular, they lead directly to precise estimates of the number of steps required to explore ...
    • Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing 

      Mattingly, Jonathan Christopher; McKinley, Scott A; Pillai, NS (Stochastic Processes and their Applications, 2012-12-01)
      We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in a dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring ...