Riemann manifold Langevin and Hamiltonian Monte Carlo methods

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 73, Issue 2, 2011, Pages 123-214

  Girolami, Mark ^a   Calderhead, Ben ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Bayesian inference; Geometry in statistics; Hamiltonian Monte Carlo methods; Langevin diffusion; Markov chain Monte Carlo methods; Riemann manifolds

Indexed keywords

EID: 79952295497     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2010.00765.x     Document Type: Article

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