Optimal scaling results for Moreau-Yosida Metropolis-adjusted Langevin algorithms

Francesca Romana Crucinio, Alain Durmus, Pablo Jiménez, Gareth O Roberts

Research output: Contribution to journal › Article › peer-review

172 Downloads (Pure)

Access to Document

@article{e7f2fe881bca4ea69ed1e1d2351a358c,

title = "Optimal scaling results for Moreau-Yosida Metropolis-adjusted Langevin algorithms",

author = "Crucinio, {Francesca Romana} and Alain Durmus and Pablo Jim{\'e}nez and Roberts, {Gareth O}",

year = "2024",

month = jun,

day = "29",

language = "English",

journal = "BERNOULLI",

issn = "1350-7265",

publisher = "International Statistical Institute",

}