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 journalArticlepeer-review

1 Citation (Scopus)
6 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Efficient stochastic optimisation by unadjusted Langevin Monte Carlo: Application to maximum marginal likelihood and empirical Bayesian estimation'. Together they form a unique fingerprint.

Mathematics

Computer Science

Social Sciences

Economics, Econometrics and Finance