Austin David Brown
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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
]