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Langevin Diffusions and the Metropolis-Adjusted Langevin Algorithm

Statistics and Probability Letters - Netherlands
doi 10.1016/j.spl.2014.04.002
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Abstract

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Categories
UncertaintyStatisticsProbability
Date

August 1, 2014

Authors
T. XifaraC. SherlockS. LivingstoneS. ByrneM. Girolami
Publisher

Elsevier BV


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