High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343)

From MaRDI portal
scientific article
Language Label Description Also known as
English
High-dimensional Bayesian inference via the unadjusted Langevin algorithm
scientific article

    Statements

    High-dimensional Bayesian inference via the unadjusted Langevin algorithm (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    25 September 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Langevin diffusion
    0 references
    Markov chain Monte Carlo
    0 references
    Metropolis adjusted Langevin algorithm
    0 references
    rate of convergence
    0 references
    total variation distance
    0 references
    regression
    0 references
    0 references