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