Laurent Michel(UNSA)

"Analyse semiclassique de l'algorithme de Metropolis sur un domaine borné"

"Analyse semiclassique de l'algorithme de Metropolis sur un domaine borné"

We consider the semiclassical Metropolis operator on a bounded domain.
We obtain a precise description of its spectrum 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. This is
a joint work with P. Diaconis and G. Lebeau.