Optimal Scaling of Discrete Approximations to Langevin Diffusions
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Publication:4214235
DOI10.1111/1467-9868.00123zbMath0913.60060OpenAlexW2029164135WikidataQ56700916 ScholiaQ56700916MaRDI QIDQ4214235
Jeffrey S. Rosenthal, Gareth O. Roberts
Publication date: 6 January 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.48.3390
Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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