Archive for continuous time MCMC
Scalable Monte Carlo for Bayesian Learning [not yet a book review]
Posted in Books, Statistics, University life with tags 1⁰ North, Bayesian learning, book review, Cambridge University Press, continuous time MCMC, convergence diagnostics, cup, Gelman-Rubin statistic, Hamiltonian Monte Carlo, IMS Monographs, kernel Stein discrepancy descent, Markov chain Monte Carlo, MCMC, Metropolis adjusted Langevin algorithm, non-reversible MCMC, North, PDMP, piecewise deterministic, scalable Bayesian learning, scalable MCMC, stochastic differential equation, stochastic gradient MCMC on May 11, 2025 by xi'an
Xi'an's Og 