Markov Chain Monte Carlo and Numerical Differential Equations (Q5261579): Difference between revisions
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Revision as of 19:31, 5 March 2024
scientific article; zbMATH DE number 6455678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov Chain Monte Carlo and Numerical Differential Equations |
scientific article; zbMATH DE number 6455678 |
Statements
Markov Chain Monte Carlo and Numerical Differential Equations (English)
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6 July 2015
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Fokker-Planck equation
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numerical example
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Markov chain Monte Carlo methods
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stochastic differential equations
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numerical experiment
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Hamiltonian dynamics
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Metropolis random-walk algorithm
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Metropolis adjusted Langevin algorithm
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