Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution

Title
Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
Authors
Keywords
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Journal
BERNOULLI
Volume 24, Issue 4B, Pages 3711-3750
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2018-04-18
DOI
10.3150/17-bej976

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