Small-noise analysis and symmetrization of implicit Monte Carlo samplers (Q2831149)

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scientific article; zbMATH DE number 6646895
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    Small-noise analysis and symmetrization of implicit Monte Carlo samplers
    scientific article; zbMATH DE number 6646895

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      2 November 2016
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      Markov chain Monte Carlo method
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      numerical example
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      implicit sampler
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      algorithm
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      Laplace asymptotic expansions
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      symmetrization
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      Small-noise analysis and symmetrization of implicit Monte Carlo samplers (English)
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