High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343)
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English | High-dimensional Bayesian inference via the unadjusted Langevin algorithm |
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High-dimensional Bayesian inference via the unadjusted Langevin algorithm (English)
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25 September 2019
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Langevin diffusion
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Markov chain Monte Carlo
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Metropolis adjusted Langevin algorithm
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rate of convergence
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total variation distance
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regression
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