Posts | Austin David Brown

Batch Means for Variance Estimation in Langevin Monte Carlo
Date [ Jun 5, 2019 ] Categories [ Langevin Monte Carlo Monte Carlo MCMC ] Tags [ Langevin Monte Carlo Monte Carlo MCMC ]
Brownian Motion and the Heat Equation
Date [ Jun 3, 2019 ] Categories [ Stochastic Calculus Langevin Monte Carlo Monte Carlo MCMC ] Tags [ Stochastic Calculus Langevin Monte Carlo Monte Carlo MCMC ]
Geometric Convergence of Langevin Monte Carlo
Date [ May 29, 2019 ] Categories [ Langevin Monte Carlo Monte Carlo MCMC ] Tags [ Langevin Monte Carlo Monte Carlo MCMC ]
Controlling Errors in Langevin Monte Carlo
Date [ May 26, 2019 ] Categories [ Langevin Monte Carlo Monte Carlo MCMC ] Tags [ Langevin Monte Carlo Monte Carlo MCMC ]

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