Langevin diffusions and the Metropolis-adjusted Langevin algorithm (Q2453987)

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scientific article; zbMATH DE number 6303415
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    Langevin diffusions and the Metropolis-adjusted Langevin algorithm
    scientific article; zbMATH DE number 6303415

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      Langevin diffusions and the Metropolis-adjusted Langevin algorithm (English)
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      12 June 2014
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      diffusions
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      Markov chain Monte Carlo
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      Metropolis-adjusted Langevin algorithm
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      Riemannian manifolds
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