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Metropolis-Hastings algorithms with acceptance ratios of nearly 1 - MaRDI portal

Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (Q904057)

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scientific article; zbMATH DE number 6530953
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Metropolis-Hastings algorithms with acceptance ratios of nearly 1
scientific article; zbMATH DE number 6530953

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    Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (English)
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    15 January 2016
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    Metropolis-Hastings algorithm
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    polynomial ergodicity
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    Langevin diffusion
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    Metropolis adjusted Langevin algorithm
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