Optimal Scaling of Discrete Approximations to Langevin Diffusions

Authors:

GRGareth O. Roberts
Gareth O. Roberts

Publisher website

1 January 1998

journal article
Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology

Vol. 60 (1) , 255-268
DOI:10.1111/1467-9868.00123

Abstract

No abstract available

Keywords

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