An adaptive approach to Langevin MCMC
type: Item
instance of: scholarly article
title: An adaptive approach to Langevin MCMC
zbMATH Open document ID: 1252.62099
author: Tristan Marshall
author: Gareth O. Roberts
published in: Statistics and Computing
publication date: 2012-12-07T00:00:00Z
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6114126
zbMATH Keywords: adaptive Markov chain Monte Carlo
zbMATH Keywords: Langevin algorithm
zbMATH Keywords: Metropolis-Hastings
zbMATH Keywords: log-Gaussian Cox processes
MaRDI profile type: Publication
full work available at URL: s11222-011-9276-6
OpenAlex ID: W1991233316
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DOI: 10.1007/S11222-011-9276-6
description: scientific article; zbMATH DE number 6114126