An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions (Q5066386)
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scientific article; zbMATH DE number 7499861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions |
scientific article; zbMATH DE number 7499861 |
Statements
An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions (English)
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29 March 2022
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Brownian motion
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Markov chain Monte Carlo
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Poisson process
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stochastic differential equations
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