Results for Hastings–Metropolis algorithm • Langevin algorithm • Markov chain Monte Carlo method • Weak convergence

Publications & Outputs

1. Optimal scaling of discrete approximations to Langevin diffusions.

   Roberts, G. O. & Rosenthal, J. S., 1998, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 60, 1, p. 255-268 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review