MCMC Algorithms for Posteriors on Matrix Spaces

DOI10.1080/10618600.2022.2058953OpenAlexW3048010665MaRDI QIDQ5057083

Alexandros Beskos, Kengo Kamatani

Publication date: 15 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.02906

zbMATH Keywords

drift conditionmatrix-valued stochastic differential equationpreconditioned Crank-Nicolson

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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