An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization.

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Bibliographic Details
Title: An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization.
Authors: Deng, Wei1 (AUTHOR), Lin, Guang2 (AUTHOR), Liang, Faming3 (AUTHOR) fmliang@purdue.edu
Source: Statistics & Computing. Aug2022, Vol. 32 Issue 4, p1-24. 24p.
Database: Mathematics Source
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Description
ISSN:09603174
DOI:10.1007/s11222-022-10120-3