Smoothed Langevin proposals in Metropolis-Hastings algorithms. (Q1587703): Difference between revisions

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Smoothed Langevin proposals in Metropolis-Hastings algorithms.
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    Smoothed Langevin proposals in Metropolis-Hastings algorithms. (English)
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    3 December 2000
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    Langevin diffusions
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    Markov chain Monte Carlo
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    Metropolis-Hastings algorithm
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    Strauss model
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    Criteria of convergence
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    asymptotic variance
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