Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets (Q2195556)
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| Language | Label | Description | Also known as |
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| English | Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets |
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Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets (English)
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26 August 2020
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Metropolis-adjusted Langevin algorithm (MALA)
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Langevin diffusions
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optimal scaling
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non-reversible
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