Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers (Q2831149)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers |
scientific article |
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Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers (English)
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2 November 2016
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Markov chain Monte Carlo method
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numerical example
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implicit sampler
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algorithm
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Laplace asymptotic expansions
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symmetrization
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