Langevin-type models II: Self-targeting candidates for MCMC algorithms (Q1961834)
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scientific article; zbMATH DE number 1394695
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| English | Langevin-type models II: Self-targeting candidates for MCMC algorithms |
scientific article; zbMATH DE number 1394695 |
Statements
Langevin-type models II: Self-targeting candidates for MCMC algorithms (English)
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17 October 2000
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Hastings algorithms
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Metropolis algorithms
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discrete approximations
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Markov chain Monte Carlo
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diffusions
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Langevin models
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posterior distributions
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irreducible Markov processes
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exponential ergodicity
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uniform ergodicity
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Gibbs sampling
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0.8103289604187012
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0.8055720925331116
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0.7906176447868347
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0.7900970578193665
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