Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
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Publication:4631607
DOI10.1111/J.1467-9868.2010.00765.XzbMath1411.62071OpenAlexW1545319692WikidataQ56700917 ScholiaQ56700917MaRDI QIDQ4631607
Ben Calderhead, Mark A. Girolami
Publication date: 12 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00765.x
Bayesian inferenceMarkov chain Monte Carlo methodsLangevin diffusionRiemann manifoldsgeometry in statisticsHamiltonian Monte Carlo methods
Directional data; spatial statistics (62H11) Bayesian inference (62F15) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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