Markov Chain Monte Carlo and Numerical Differential Equations (Q5261579)
From MaRDI portal
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)
0 references
6 July 2015
0 references
Fokker-Planck equation
0 references
numerical example
0 references
Markov chain Monte Carlo methods
0 references
stochastic differential equations
0 references
numerical experiment
0 references
Hamiltonian dynamics
0 references
Metropolis random-walk algorithm
0 references
Metropolis adjusted Langevin algorithm
0 references
