Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets
Crossref DOI link: https://doi.org/10.1007/s40072-019-00147-5
Published Online: 2019-07-10
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ottobre, Michela
Pillai, Natesh S.
Spiliopoulos, Konstantinos
Funding for this research was provided by:
Division of Mathematical Sciences (1550918)
Text and Data Mining valid from 2019-07-10
Version of Record valid from 2019-07-10
Article History
Received: 4 April 2018
Revised: 7 March 2019
First Online: 10 July 2019