Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Year of publication: |
2014
|
---|---|
Authors: | Xifara, T. ; Sherlock, C. ; Livingstone, S. ; Byrne, S. ; Girolami, M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 14-19
|
Publisher: |
Elsevier |
Subject: | Diffusions | Markov chain Monte Carlo | Metropolis-adjusted Langevin algorithm | Riemannian manifolds |
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