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Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions (2012)

First Author: Pillai N

Attributed to: Problems at the Applied Mathematics / Statistics Interface funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/11-aap828

Publication URI: http://dx.doi.org/10.1214/11-aap828

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 6