A stable manifold MCMC method for high dimensions-Reference-Cited by-同舟云学术

A stable manifold MCMC method for high dimensions

Published:2014-07 Issue: Volume:90 Page:46-52
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Beskos Alexandros

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. Advanced MCMC methods for sampling on diffusion pathspace;Beskos;Stochastic Process. Appl.,2013

2. MCMC methods for diffusion bridges;Beskos;Stoch. Dyn.,2008

3. MCMC methods for functions: modifying old algorithms to make them faster;Cotter;Stat. Sci.,2013

4. Stochastic equations in infinite dimensions;Da Prato,1992

5. Dureau, J., Beskos, A., Kalogeropoulos, K., 2013. Bayesian inference for partially observed SDEs driven by fractional Brownian motion (submitted for publication).

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