Metropolis-Hastings algorithms with acceptance ratios of nearly 1
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Publication:904057
DOI10.1007/s10463-008-0180-6zbMath1332.60114OpenAlexW2110509938MaRDI QIDQ904057
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0180-6
Metropolis-Hastings algorithmpolynomial ergodicityMetropolis adjusted Langevin algorithmLangevin diffusion
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Diffusion processes (60J60)
Related Items (2)
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II ⋮ Ergodicity of Markov chain Monte Carlo with reversible proposal
Cites Work
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- General Irreducible Markov Chains and Non-Negative Operators
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- Monte Carlo sampling methods using Markov chains and their applications
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