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