Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets

Michela Ottobre, Natesh S. Pillai, Konstantinos Spiliopoulos

Research output: Contribution to journalArticlepeer-review

3 Downloads (Pure)

Fingerprint Dive into the research topics of 'Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science