A stable manifold MCMC method for high dimensions (Q2453920)

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A stable manifold MCMC method for high dimensions
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    Statements

    title
    A stable manifold MCMC method for high dimensions (English)
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    author
    Alexandros Beskos
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    publication date
    11 June 2014
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    zbMATH Keywords
    manifold MCMC
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    metropolis-adjusted Langevin algorithm
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    Cameron-Martin space
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    infinite dimensions
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    Identifiers

    zbMATH DE Number
    6303339
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    OpenAlex ID
    W1982482186
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    arXiv ID
    1403.7711
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