An adaptive approach to Langevin MCMC

DOI10.1007/s11222-011-9276-6zbMath1252.62099OpenAlexW1991233316MaRDI QIDQ693336

Tristan Marshall, Gareth O. Roberts

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9276-6

zbMATH Keywords

Metropolis-Hastingsadaptive Markov chain Monte CarloLangevin algorithmlog-Gaussian Cox processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)

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