Langevin-type models II: Self-targeting candidates for MCMC algorithms

DOI10.1023/A:1010090512027zbMath0946.60063WikidataQ56172087 ScholiaQ56172087MaRDI QIDQ1961834

Osnat Stramer, Richard L. Tweedie

Publication date: 17 October 2000

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlodiffusionsposterior distributionsGibbs samplingdiscrete approximationsuniform ergodicityexponential ergodicityMetropolis algorithmsirreducible Markov processesHastings algorithmsLangevin models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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