Efficient stochastic optimisation by unadjusted Langevin Monte Carlo: Application to maximum marginal likelihood and empirical Bayesian estimation

Valentin De Bortoli*, Alain Durmus, Marcelo Pereyra, Ana F. Vidal

*Corresponding author for this work

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

15 Citations (Scopus)
58 Downloads (Pure)

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Mathematics