An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization.
Saved in:
| 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 |
|
Full text is not displayed to guests.
Login for full access.
|
|
| ISSN: | 09603174 |
|---|---|
| DOI: | 10.1007/s11222-022-10120-3 |