Langevin diffusions and the Metropolis-adjusted Langevin algorithm (2014)
Attributed to:
Advancing the Geometric Framework for Computational Statistics: Theory, Methodology and Modern Day Applications
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.spl.2014.04.002
Publication URI: http://dx.doi.org/10.1016/j.spl.2014.04.002
Type: Journal Article/Review
Parent Publication: Statistics & Probability Letters