Nonparametric Bayesian inference for reversible multidimensional diffusions
Author:
Affiliation:
1. Department of Pure Mathematics and Mathematical Statistics, University of Cambridge
2. Department of Mathematics, Imperial College London
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference77 articles.
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4. Durmus, A. and Moulines, É. (2019). High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Bernoulli 25 2854–2882.
5. Durmus, A. and Moulines, É. (2017). Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Ann. Appl. Probab. 27 1551–1587.
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