A0323
Title: High-dimensional scaling limit of Monte Carlo methods
Authors: Kengo Kamatani - ISM (Japan) [presenting]
Abstract: The focus will be on the dimensionality effect of some Monte Carlo methods. High-dimensional asymptotic analysis is becoming popular. Some recent results on the random-walk Metropolis algorithm, the MpCN algorithm, and piecewise deterministic Markov processes will be discussed.
