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Archived publication

Smoothed Langevin proposals in Metropolis-Hastings algorithms

Skare, Øivind; Benth, Fred Espen; Frigessi, Arnoldo

April 01, 1999

SAND

  • Filename: 2891/Skare_-_Smoothed_Langevin_proposals_in_Metropolis-Hastings.pdf
  • Areas: Markov chain Monte Carlo
  • Keywords: Langevin diffusions, Markov chain Monte Carlo, Metropolis-Hastings algorithms, Strauss model
  • Page(s): 11
  • Name and number of project: 830100 SIP-KDD
  • Title: Smoothed Langevin proposals in Metropolis-Hastings algorithms
  • Author(s): Skare, Øivind; Benth, Fred Espen; Frigessi, Arnoldo
  • Report number: SAND/06/99
  • Published date: April 01, 1999

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR