Smoothed Langevin proposals in Metropolis-Hastings algorithms.

DOI10.1016/S0167-7152(00)00067-5zbMath1145.65301OpenAlexW2019665187WikidataQ128109890 ScholiaQ128109890MaRDI QIDQ1587703

Øivind Skare, Fred Espen Benth, Arnoldo Frigessi

Publication date: 3 December 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00067-5

zbMATH Keywords

Markov chain Monte Carloasymptotic varianceMetropolis-Hastings algorithmStrauss modelLangevin diffusionsCriteria of convergence

Mathematics Subject Classification ID

Uses Software

• spatial

Cites Work

• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Exponential convergence of Langevin distributions and their discrete approximations
• A model for clustering
• Statistical Inference for Spatial Processes