Ensemble preconditioning for Markov chain Monte Carlo simulation
From MaRDI portal
Publication:1702007
DOI10.1007/s11222-017-9730-1zbMath1384.65004arXiv1607.03954OpenAlexW2962885101MaRDI QIDQ1702007
Jonathan Weare, Charles Matthews, Benedict J. Leimkuhler
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03954
Markov chain Monte Carlomachine learningMCMCBrownian dynamicscomputational statisticsstochastic samplingBFGSLangevin methods
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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