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Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference - MaRDI portal

Stochastic Zeroth-order Discretizations of Langevin Diffusions for Bayesian Inference

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Publication:6313588

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DOI10.3150/21-BEJ1400arXiv1902.01373MaRDI QIDQ6313588

Abhishek Roy, Lingqing Shen, Saeed Ghadimi, Krishnakumar Balasubramanian

Publication date: 4 February 2019

Mathematics Subject Classification ID

Bayesian inference (62F15) Mathematical programming (90Cxx) Probabilistic methods, stochastic differential equations (65Cxx)

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