Optimal Scaling of Discrete Approximations to Langevin Diffusions (Q4214235)
From MaRDI portal
scientific article; zbMATH DE number 1212515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Scaling of Discrete Approximations to Langevin Diffusions |
scientific article; zbMATH DE number 1212515 |
Statements
Optimal Scaling of Discrete Approximations to Langevin Diffusions (English)
0 references
6 January 1999
0 references
Hastings-Metropolis algorithm
0 references
Langevin algorithm
0 references
Markov chain Monte Carlo method
0 references
weak convergence
0 references
