Smoothed Langevin proposals in Metropolis-Hastings algorithms.
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Publication:1587703
DOI10.1016/S0167-7152(00)00067-5zbMath1145.65301OpenAlexW2019665187WikidataQ128109890 ScholiaQ128109890MaRDI QIDQ1587703
Øivind Skare, Fred Espen Benth, Arnoldo Frigessi
Publication date: 3 December 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00067-5
Markov chain Monte Carloasymptotic varianceMetropolis-Hastings algorithmStrauss modelLangevin diffusionsCriteria of convergence
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