Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (Q904057)
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scientific article; zbMATH DE number 6530953
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| English | Metropolis-Hastings algorithms with acceptance ratios of nearly 1 |
scientific article; zbMATH DE number 6530953 |
Statements
Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (English)
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15 January 2016
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Metropolis-Hastings algorithm
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polynomial ergodicity
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Langevin diffusion
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Metropolis adjusted Langevin algorithm
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0.8288394212722778
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0.8245182633399963
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0.8155030608177185
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0.80584317445755
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