Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234

Stochastic Processes and their Applications

Volumn 118, Issue 12, 2008, Pages 2198-2222

  Bédard, Mylène ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Generator; Langevin diffusion; Markov chain Monte Carlo; Optimal scaling; Weak convergence

Indexed keywords

ASYMPTOTIC ANALYSIS; IMAGE SEGMENTATION; SEMICONDUCTOR DOPING;

GENERATOR; LANGEVIN DIFFUSION; MARKOV CHAIN MONTE CARLO; OPTIMAL SCALING; WEAK CONVERGENCE;

MARKOV PROCESSES;

EID: 55649115998     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.12.005     Document Type: Article

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