Efficient stochastic optimisation by unadjusted Langevin Monte Carlo Application to maximum marginal likelihood and empirical Bayesian estimation (2021)

First Author: De Bortoli V
Attributed to:  Bayesian model selection & calibration for computational imaging funded by EPSRC

Abstract

No abstract provided

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