Results 131 to 140 of about 2,849 (140)

Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2011
Mark Girolami, Ben Calderhead
exaly  

Smoothed Langevin proposals in Metropolis-Hastings algorithms

Statistics and Probability Letters, 2000
Øivind Skare, Fred Espen Benth, Arnoldo Frigessi   +2 more
exaly  

Adaptive Step Size Selection for Hessian‐Based Manifold Langevin Samplers

Scandinavian Journal of Statistics, 2016
Tore Selland Kleppe
exaly  

On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions

Biometrika
Eric Moulines
exaly  

Optimal scaling of discrete approximations to Langevin diffusions

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1998
exaly  

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift

, 2005
Yves F. Atchadé
openalex  

Manifold Metropolis adjusted Langevin algorithm for high-dimensional Bayesian FE

, 2014
Majid Khorsand Vakilzadeh, Vahid Yaghoubi, Anders Johansson, Thomas Abrahamsson   +3 more
openalex  

Faster High-accuracy Log-concave Sampling via Algorithmic Warm Starts

Journal of the ACM
Jason M Altschuler, Sinho Chewi
exaly  

Scaling limits for the transient phase of local Metropolis-Hastings algorithms

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2005
exaly  

Parameter estimation of chirp signals using the metropolis-adjusted-langevin's algorithm

exaly