Efficiency and computability of MCMC with Langevin, Hamiltonian, and other matrix-splitting proposals

13 January 2015

Papers citing "Efficiency and computability of MCMC with Langevin, Hamiltonian, and other matrix-splitting proposals"

2 / 2 papers shown

Title
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 97 480 0 03 Feb 2012
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 87 99 0 02 Mar 2011