From Metropolis to diffusions: Gibbs states and optimal scaling.
From MaRDI portal
Publication:1879490
DOI10.1016/S0304-4149(00)00041-7zbMath1047.60065WikidataQ126550807 ScholiaQ126550807MaRDI QIDQ1879490
Gareth O. Roberts, Laird Breyer
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00041-7
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
60J05: Discrete-time Markov processes on general state spaces
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