Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234 (Q2518614)

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Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
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    Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234 (English)
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    16 January 2009
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    weak convergence
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    optimal scaling
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    Langevin diffusion
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    generator
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    Markov chain Monte Carlo
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