An adaptive approach to Langevin MCMC

Statistics and Computing

Volumn 22, Issue 5, 2012, Pages 1041-1057

  Marshall, Tristan ^a,b   Roberts, Gareth ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Adaptive Markov Chain Monte Carlo; Langevin algorithm; log Gaussian Cox process; Metropolis Hastings

Indexed keywords

EID: 84863553450     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9276-6     Document Type: Article

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