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Langevin Diffusions and Metropolis-Hastings Algorithms
Home
Publications
Langevin Diffusions and Metropolis-Hastings Algorithms
Langevin Diffusions and Metropolis-Hastings Algorithms
GR
G. O. Roberts
G. O. Roberts
OS
O. Stramer
O. Stramer
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1 January 2002
journal article
Published by
Springer Nature
in
Methodology and Computing in Applied Probability
Vol. 4
(4)
,
337-357
https://doi.org/10.1023/a:1023562417138
Abstract
No abstract available
Keywords
MOTIVATION
VOLATILITY
DISCRETE
CLOCK
METROPOLIS
ERGODIC
RESPECT
LANGEVIN
CHOSEN
HASTINGS
Cited by 144 articles