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There are 60101 results for: content related to: Optimal scaling of discrete approximations to Langevin diffusions

  1. Scaling limits for the transient phase of local Metropolis–Hastings algorithms

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 67, Issue 2, April 2005, Pages: 253–268, Ole F. Christensen, Gareth O. Roberts and Jeffrey S. Rosenthal

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1467-9868.2005.00500.x

  2. You have free access to this content
    Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 65, Issue 1, February 2003, Pages: 3–39, S. P. Brooks, P. Giudici and G. O. Roberts

    Version of Record online : 28 JAN 2003, DOI: 10.1111/1467-9868.03711

  3. Riemann manifold Langevin and Hamiltonian Monte Carlo methods

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 73, Issue 2, March 2011, Pages: 123–214, Mark Girolami and Ben Calderhead

    Version of Record online : 3 MAR 2011, DOI: 10.1111/j.1467-9868.2010.00765.x

  4. Discussion on the paper by Brooks, Giudici and Roberts

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 65, Issue 1, February 2003, Pages: 39–55, Christian P. Robert, Xiao-Li Meng, Jesper Møller, Jeffrey S Rosenthal, C Jennison, M. A Hurn, F Al-Awadhi, Peter McCullagh, Christophe Andrieu, Arnaud Doucet, Petros Dellaportas, Ioulia Papageorgiou, Ricardo S Ehlers, Elena A Erosheva, Stephen E Fienberg, Jonathan J Forster , Roger C Gill, Nial Friel, Peter Green, David Hastie, R King, Hans R Künsch, N. A. Lazar and C Osinski

    Version of Record online : 28 JAN 2003, DOI: 10.1111/1467-9868.03712

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    Particle Markov chain Monte Carlo methods

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 72, Issue 3, June 2010, Pages: 269–342, Christophe Andrieu, Arnaud Doucet and Roman Holenstein

    Version of Record online : 20 MAY 2010, DOI: 10.1111/j.1467-9868.2009.00736.x

  6. Pathwise accuracy and ergodicity of metropolized integrators for SDEs

    Communications on Pure and Applied Mathematics

    Volume 63, Issue 5, May 2010, Pages: 655–696, Nawaf Bou-Rabee and Eric Vanden-Eijnden

    Version of Record online : 4 NOV 2009, DOI: 10.1002/cpa.20306

  7. On the Theory of Debye and Néel Relaxation of Single Domain Ferromagnetic Particles

    Advances in Chemical Physics, Volume 83

    W. T. Coffey, P. J. Cregg, Y. U. P. Kalmykov, Pages: 263–464, 2007

    Published Online : 14 MAR 2007, DOI: 10.1002/9780470141410.ch5

  8. 2D and Trap-Assisted 2D Langevin Recombination in Polymer:Fullerene Blends

    Advanced Energy Materials

    Volume 5, Issue 5, March 4, 2015, Mathias Nyman, Oskar J. Sandberg and Ronald Österbacka

    Version of Record online : 20 NOV 2014, DOI: 10.1002/aenm.201400890

  9. Paul Langevin und Albert Einstein — eine Freundschaft zwischen Relativitätstheorie und politischer Realität

    Berichte zur Wissenschaftsgeschichte

    Volume 20, Issue 2-3, 1997, Pages: 199–215, Almut Franke and Dr. rer. nat. Fabian Franke

    Version of Record online : 27 SEP 2006, DOI: 10.1002/bewi.19970200209

  10. Theoretical guarantees for approximate sampling from smooth and log-concave densities

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 79, Issue 3, June 2017, Pages: 651–676, Arnak S. Dalalyan

    Version of Record online : 23 APR 2016, DOI: 10.1111/rssb.12183

  11. Issues in Designing Hybrid Algorithms

    Case Studies in Bayesian Statistical Modelling and Analysis

    Jeong E. Lee, Kerrie L. Mengersen, Christian P. Robert, Pages: 403–420, 2012

    Published Online : 30 OCT 2012, DOI: 10.1002/9781118394472.ch24

  12. Optimal scaling of Metropolis algorithms: Heading toward general target distributions

    Canadian Journal of Statistics

    Volume 36, Issue 4, December 2008, Pages: 483–503, Mylène Bédard and Jeffrey S. Rosenthal

    Version of Record online : 5 JAN 2010, DOI: 10.1002/cjs.5550360401

  13. Convergence of Heavy-tailed Monte Carlo Markov Chain Algorithms

    Scandinavian Journal of Statistics

    Volume 34, Issue 4, December 2007, Pages: 781–815, SØREN F. JARNER and GARETH O. ROBERTS

    Version of Record online : 5 JUN 2007, DOI: 10.1111/j.1467-9469.2007.00557.x

  14. Simulation and Symmetry in Molecular Diffusion and Spectroscopy

    Advances in Chemical Physics, Volume 81

    I. Prigogine, Stuart A. Rice, Pages: 361–702, 2007

    Published Online : 14 MAR 2007, DOI: 10.1002/9780470141380.ch5

  15. Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm

    Journal of the Royal Statistical Society: Series B (Statistical Methodology)

    Volume 61, Issue 1, 1999, Pages: 265–285, J. G. Booth and J. P. Hobert

    Version of Record online : 6 JAN 2002, DOI: 10.1111/1467-9868.00176

  16. Langevin Particle: A Self-Adaptive Lagrangian Primitive for Flow Simulation Enhancement

    Computer Graphics Forum

    Volume 30, Issue 2, April 2011, Pages: 435–444, Fan Chen, Ye Zhao and Zhi Yuan

    Version of Record online : 28 APR 2011, DOI: 10.1111/j.1467-8659.2011.01872.x

  17. Langevin power curve analysis for numerical wind energy converter models with new insights on high frequency power performance

    Wind Energy

    Volume 18, Issue 11, November 2015, Pages: 1953–1971, Tanja A. Mücke, Matthias Wächter, Patrick Milan and Joachim Peinke

    Version of Record online : 25 AUG 2014, DOI: 10.1002/we.1799

  18. Parent-child relations in offenders who commit violent sexual crimes against children

    Behavioral Sciences & the Law

    Volume 9, Issue 1, Winter 1991, Pages: 61–71, Dr R. A. Lang and R. Langevin

    Version of Record online : 13 FEB 2006, DOI: 10.1002/bsl.2370090108

  19. Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal

    Scandinavian Journal of Statistics

    Volume 29, Issue 1, March 2002, Pages: 13–29, DIDIER CHAUVEAU and PIERRE VANDEKERKHOVE

    Version of Record online : 23 NOV 2002, DOI: 10.1111/1467-9469.00064

  20. Impact of Blend Morphology on Interface State Recombination in Bulk Heterojunction Organic Solar Cells

    Advanced Functional Materials

    Volume 25, Issue 7, February 18, 2015, Pages: 1090–1101, Benjamin Bouthinon, Raphaël Clerc, Jérôme Vaillant, Jean-Marie Verilhac, Jérôme Faure-Vincent, David Djurado, Irina Ionica, Gabriel Man, Antoine Gras, Georges Pananakakis, Romain Gwoziecki and Antoine Kahn

    Version of Record online : 5 JAN 2015, DOI: 10.1002/adfm.201401633