Archived publication

Archived publication

Smoothed Langevin proposals in Metropolis-Hastings algorithms

Skare, Øivind; Benth, Fred Espen; Frigessi, Arnoldo

April 01, 1999

SAND

  • Filename: 2891/Skare_-_Smoothed_Langevin_proposals_in_Metropolis-Hastings.pdf
  • Areas: Markov chain Monte Carlo
  • Keywords: Langevin diffusions, Markov chain Monte Carlo, Metropolis-Hastings algorithms, Strauss model
  • Page(s): 11
  • Name and number of project: 830100 SIP-KDD
  • Title: Smoothed Langevin proposals in Metropolis-Hastings algorithms
  • Author(s): Skare, Øivind; Benth, Fred Espen; Frigessi, Arnoldo
  • Report number: SAND/06/99
  • Published date: April 01, 1999