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An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions - MaRDI portal

An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions (Q5066386)

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scientific article; zbMATH DE number 7499861
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English
An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions
scientific article; zbMATH DE number 7499861

    Statements

    title
    An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions (English)
    0 references
    author
    Qi Wang
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    Q2933947
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    Yee Whye Teh
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    publication date
    29 March 2022
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    zbMATH Keywords
    Brownian motion
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    Markov chain Monte Carlo
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    Poisson process
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    stochastic differential equations
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    describes a project that uses
    CODA
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    sde
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    cites work
    Q4167332
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    Q4870177
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    Q5286671
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    Q3172405
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    Q2933948
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    Q3394879
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    Identifiers

    zbMATH DE Number
    7499861
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    OpenAlex ID
    W3081839442
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