Optimal Scaling Results for Moreau-Yosida Metropolis-adjusted Langevin Algorithms

Fuente: arXiv

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Bibliographic Details
Main Authors:	Crucinio, Francesca R., Durmus, Alain, Jiménez, Pablo, Roberts, Gareth O.
Format:	Preprint
Published:	2023
Subjects:	Computation Probability Statistics Theory 65C05, 60F05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2301.02446