Fast Langevin based algorithm for MCMC in high dimensions
ContributorsDurmus, Alain; Roberts, Gareth O.; Vilmart, Gilles ; Zygalakis, Konstantinos C.
Published inAnnals of Applied Probability, vol. 27, no. 4, p. 2195-2237
Publication date2017
Abstract
Classification
- arxiv : math.NA
Affiliation
Research group
Citation (ISO format)
DURMUS, Alain et al. Fast Langevin based algorithm for MCMC in high dimensions. In: Annals of Applied Probability, 2017, vol. 27, n° 4, p. 2195–2237. doi: 10.1214/16-AAP1257
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:96975
- DOI : 10.1214/16-AAP1257
- arXiv : 1507.02166
Commercial URLhttps://projecteuclid.org/euclid.aoap/1504080030
ISSN of the journal1050-5164