Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers (Q2821480)

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Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers
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    Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers (English)
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    21 September 2016
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    adaptive step size
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    Hamiltonian Monte Carlo
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    manifold Langevin
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    Markov chain Monte Carlo
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    modified Cholesky algorithm
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