Adaptive step size selection for Hessian-based manifold Langevin samplers (Q2821480)
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scientific article; zbMATH DE number 6628984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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