Exponential convergence of Langevin distributions and their discrete approximations (Q1353419)

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scientific article; zbMATH DE number 1005408
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English
Exponential convergence of Langevin distributions and their discrete approximations
scientific article; zbMATH DE number 1005408

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    Exponential convergence of Langevin distributions and their discrete approximations (English)
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    1 September 1997
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    diffusions
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    discrete approximations
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    geometric ergodicity
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    Hastings algorithms
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    irreducible Markov processes
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    Langevin models
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    Markov chain Monte Carlo
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    Metropolis algorithms
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    posterior distributions
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