Metropolis–Hastings Algorithms with acceptance ratios of nearly 1
| Year of publication: |
2009
|
|---|---|
| Authors: | Kamatani, Kengo |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 4, p. 949-967
|
| Publisher: |
Springer |
| Subject: | Metropolis–Hastings algorithm | Polynomial ergodicity | Langevin diffusion | Metropolis adjusted Langevin algorithm |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467100