Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation (Q2058738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation |
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Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation (English)
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9 December 2021
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maximum marginal likelihood estimation
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empirical Bayesian inference
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stochastic approximation
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Markov chain Monte Carlo methods
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unadjusted Langevin algorithm
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recursive estimation
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