Efficient stochastic optimisation by unadjusted Langevin Monte Carlo Application to maximum marginal likelihood and empirical Bayesian estimation (2021)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s11222-020-09986-y
Publication URI: http://dx.doi.org/10.1007/s11222-020-09986-y
Type: Journal Article/Review
Parent Publication: Statistics and Computing
Issue: 3