4 ms·
You misconstrued. Reject as little as possible (<> reject little) was the motivation with respect to more naive random walks which suffer at dimensionality. I w
by Dn_Ab 14y ago
You misconstrued. Reject as little as possible (<> reject little) was the motivation with respect to more naive random walks which suffer at dimensionality. I was not talking about leniency of proposal, where you are of course correct.
- coherentpony 14y ago>You misconstrued. Reject as little as possible (<> reject little) was the motivation with respect to more naive random walks which suffer at dimensionality. Misunderstanding on my part; apologies. Can you clarify the statement on dimensionality? Moment calculations converge at a sharp rate of 1/sqrt(n). Riemann sums as approximations to integrals (moments) suffer from the curse of dimensionality.