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Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Xifara, T., Sherlock, C., Livingstone, S., Byrne, S., Girolami, M.Volume:
91
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2014.04.002
Date:
August, 2014
File:
PDF, 384 KB
english, 2014