Fast Langevin based algorithm for MCMC in high dimensions (2017)

First Author: Durmus A
Attributed to:  Enabling Quantification of Uncertainty for Large-Scale Inverse Problems (EQUIP) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/16-aap1257

Publication URI: http://dx.doi.org/10.1214/16-aap1257

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 4