Archived publication
Archived publication
Smoothed Langevin proposals in Metropolis-Hastings algorithms
2891/Skare_-_Smoothed_Langevin_proposals_in_Metropolis-Hastings.pdf
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