Information-geometric Markov chain Monte Carlo methods using diffusions
DOI10.3390/e16063074zbMath1338.65018arXiv1403.7957OpenAlexW3102676823MaRDI QIDQ296467
Samuel Livingstone, Mark A. Girolami
Publication date: 15 June 2016
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7957
Markov chain Monte Carlodiffusionsstatistical mechanicsinformation geometryBayesian inferencemachine learningcomputational statistics
Directional data; spatial statistics (62H11) Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes and stochastic analysis on manifolds (58J65) Statistical aspects of information-theoretic topics (62B10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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