MCMC METHODS FOR DIFFUSION BRIDGES (Q3545965)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: MCMC METHODS FOR DIFFUSION BRIDGES |
scientific article; zbMATH DE number 5382041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MCMC METHODS FOR DIFFUSION BRIDGES |
scientific article; zbMATH DE number 5382041 |
Statements
MCMC METHODS FOR DIFFUSION BRIDGES (English)
0 references
11 December 2008
0 references
diffusion bridge
0 references
Langevin sampling
0 references
Gaussian measure
0 references
implicit Euler scheme
0 references
quadratic variation
0 references
Metropolis-adjusted Langevin algorithm
0 references
Markov chain Monte Carlo methods
0 references
stochastic partial differential equations
0 references
numerical examples
0 references
random-walk
0 references
0 references
0 references
0 references
0.7910873889923096
0 references
0.7906721830368042
0 references
0.7695479393005371
0 references
0.7609407305717468
0 references
0.7594886422157288
0 references
