Efficient stochastic optimisation by unadjusted Langevin Monte Carlo : Application to maximum marginal likelihood and empirical Bayesian estimation

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1573-1375
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo ; volume:31 ; number:3 ; day:19 ; month:3 ; year:2021 ; pages:1-18 ; date:5.2021
Statistics and computing ; 31, Heft 3 (19.3.2021), 1-18, 5.2021

Creator
Bortoli, Valentin De
Durmus, Alain
Pereyra, Marcelo
Vidal, Ana F.
Contributor
SpringerLink (Online service)

DOI
10.1007/s11222-020-09986-y
URN
urn:nbn:de:101:1-2021050520572971167046
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:51 AM CEST

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Associated

  • Bortoli, Valentin De
  • Durmus, Alain
  • Pereyra, Marcelo
  • Vidal, Ana F.
  • SpringerLink (Online service)

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