An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
DOI10.1007/S11222-022-10120-3zbMath1492.62024OpenAlexW4284965822MaRDI QIDQ2159413
Faming Liang, Guang Lin, Wei Deng
Publication date: 1 August 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-022-10120-3
stochastic approximationdynamic importance samplinglocal trapsadaptive stochastic gradient Langevin dynamics
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic approximation (62L20) Statistical aspects of big data and data science (62R07)
Uses Software
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