Smoothed Langevin proposals in Metropolis-Hastings algorithms. (Q1587703)
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scientific article; zbMATH DE number 1538280
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| English | Smoothed Langevin proposals in Metropolis-Hastings algorithms. |
scientific article; zbMATH DE number 1538280 |
Statements
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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0.8294424414634705
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0.8046506643295288
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0.8028208613395691
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0.7938520908355713
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0.7904308438301086
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