Exponential convergence of Langevin distributions and their discrete approximations

Bernoulli

Volumn 2, Issue 4, 1996, Pages 341-363

  Roberts, Gareth O ^a   Tweedie, Richard L ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b Immunology and Pathology   (United States)

Author keywords

Diffusions; Discrete approximations; Geometric ergodicity; Hastings algorithms; Irreducible Markov processes; Langevin models; Markov chain Monte Carlo; Metropolis algorithms; Posterior distributions

Indexed keywords

EID: 85132364916     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318418     Document Type: Article

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