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Riemann manifold Langevin and Hamiltonian Monte Carlo methods

Girolami, M; Calderhead, B; (2011) Riemann manifold Langevin and Hamiltonian Monte Carlo methods. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY , 73 pp. 123-214. 10.1111/j.1467-9868.2010.00765.x.

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Type: Article
Title: Riemann manifold Langevin and Hamiltonian Monte Carlo methods
DOI: 10.1111/j.1467-9868.2010.00765.x
Keywords: Science & Technology, Physical Sciences, Statistics & Probability, Mathematics, STATISTICS & PROBABILITY, Bayesian inference, Geometry in statistics, Hamiltonian Monte Carlo methods, Langevin diffusion, Markov chain Monte Carlo methods, Riemann manifolds, MULTINOMIAL PROBIT MODEL, METROPOLIS-HASTINGS ALGORITHMS, LINEAR MIXED MODELS, MARKOV-CHAIN, BAYESIAN-ANALYSIS, FISHER INFORMATION, ADAPTIVE MCMC, DIFFERENTIAL GEOMETRY, EXPONENTIAL-FAMILIES, STOCHASTIC EPIDEMICS
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Maths and Physical Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/1336344
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