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Markov Chain Monte Carlo - MaRDI portal

Markov Chain Monte Carlo (Q3646990)

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Markov Chain Monte Carlo
scientific article

    Statements

    title
    Markov Chain Monte Carlo (English)
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    publication date
    27 November 2009
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    zbMATH Keywords
    Clifford-Hammersley theorem
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    random walk Metropolis
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    Gibles sampling
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    stochastic volatility
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    hybrid chains
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    geometric Brownian motion
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    author
    Michael S. Johannes
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    Nicholas G. Polson
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62P05
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    65C40
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    91G60
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    zbMATH DE Number
    5640070
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    OpenAlex ID
    W1502464768
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