Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms*

• 1 January 1999
• journal article
• Published by Springer Nature in Methodology and Computing in Applied Probability
• Vol. 1  (3) , 307-328
• https://doi.org/10.1023/a:1010090512027

Abstract

Keywords

• HASTINGS ALGORITHMS
• METROPOLIS ALGORITHMS
• MARKOV CHAIN MONTE CARLO
• DIFFUSIONS
• LANGEVIN MODELS
• DISCRETE APPROXIMATIONS
• POSTERIOR DISTRIBUTIONS
• IRREDUCIBLE MARKOV PROCESSES
• GEOMETRIC ERGODICITY
• UNIFORM ERGODICITY
• GIBBS SAMPLING