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Revision as of 10:50, 30 July 2024
scientific article
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English | 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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