Langevin-type models II: Self-targeting candidates for MCMC algorithms
type: Item
instance of: scholarly article
title: Langevin-type models II: Self-targeting candidates for MCMC algorithms
zbMATH Open document ID: 0946.60063
DOI: 10.1023/A:1010090512027
author: O. Stramer
author: R. L. Tweedie
published in: Methodology and Computing in Applied Probability
publication date: 2000-10-17T00:00:00Z
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 1394695
zbMATH Keywords: Hastings algorithms
zbMATH Keywords: Metropolis algorithms
zbMATH Keywords: discrete approximations
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: diffusions
zbMATH Keywords: Langevin models
zbMATH Keywords: posterior distributions
zbMATH Keywords: irreducible Markov processes
zbMATH Keywords: exponential ergodicity
zbMATH Keywords: uniform ergodicity
zbMATH Keywords: Gibbs sampling
Wikidata QID: Q56172087
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1394695