Ensemble preconditioning for Markov chain Monte Carlo simulation (Q1702007)

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scientific article; zbMATH DE number 6844366
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    Ensemble preconditioning for Markov chain Monte Carlo simulation
    scientific article; zbMATH DE number 6844366

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      Ensemble preconditioning for Markov chain Monte Carlo simulation (English)
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      27 February 2018
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      stochastic sampling
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      Markov chain Monte Carlo
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      MCMC
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      computational statistics
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      machine learning
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      BFGS
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      Langevin methods
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      Brownian dynamics
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