Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models.

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Bibliographic Details
Title: Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models.
Authors: Graham, Matthew M.1, m.graham@ucl.ac.uk, Thiery, Alexandre H.2, Beskos, Alexandros1
Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology); Sep2022, Vol. 84 Issue 4, p1229-1256, 28p
Database: Applied Science & Technology Source
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ISSN:13697412
DOI:10.1111/rssb.12497