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