Higher Order Langevin Monte Carlo Algorithm

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Citation information

Higher Order Langevin Monte Carlo Algorithm. 

Sabanis, Sotirios; Zhang, Ying. 2018. In: Electronic Journal of Statistics. 2019 ; Vol. 13, No. 2. pp. 3805-3850.

Turing affiliated authors

Research areas

Numerical (Algorithms) Monte Carlo methods Asymptotic (Statistical methods & theory) High dimensional inference

Links

https://arxiv.org/abs/1710.05559 https://doi.org/10.1214/19-EJS1615