Optimal Scaling of Discrete Approximations to Langevin Diffusions (Q4214235)
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scientific article; zbMATH DE number 1212515
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| English | Optimal Scaling of Discrete Approximations to Langevin Diffusions |
scientific article; zbMATH DE number 1212515 |
Statements
Optimal Scaling of Discrete Approximations to Langevin Diffusions (English)
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6 January 1999
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Hastings-Metropolis algorithm
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Langevin algorithm
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Markov chain Monte Carlo method
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weak convergence
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