Adaptive step size selection for Hessian-based manifold Langevin samplers (Q2821480)

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scientific article; zbMATH DE number 6628984
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Adaptive step size selection for Hessian-based manifold Langevin samplers
scientific article; zbMATH DE number 6628984

    Statements

    21 September 2016
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    adaptive step size
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    Hamiltonian Monte Carlo
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    manifold Langevin
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    Markov chain Monte Carlo
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    modified Cholesky algorithm
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    Adaptive step size selection for Hessian-based manifold Langevin samplers (English)
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