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Non-stationary phase of the MALA algorithm
The Metropolis-Adjusted Langevin Algorithm (MALA) is a Markov Chain Monte Carlo method which creates a Markov chain reversible with respect to a given target distribution, [Formula: see text] , with Lebesgue density on [Formula: see text] ; it can hence be used to approximately sample the target dis...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6411168/ https://www.ncbi.nlm.nih.gov/pubmed/30931236 http://dx.doi.org/10.1007/s40072-018-0113-1 |