Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

DOI10.1111/j.1467-9868.2010.00765.xzbMath1411.62071OpenAlexW1545319692WikidataQ56700917 ScholiaQ56700917MaRDI QIDQ4631607

Ben Calderhead, Mark A. Girolami

Publication date: 12 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00765.x

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carlo methodsLangevin diffusionRiemann manifoldsgeometry in statisticsHamiltonian Monte Carlo methods

Mathematics Subject Classification ID

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Uses Software

• Matlab

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