Article ID Journal Published Year Pages File Type
1151943 Statistics & Probability Letters 2014 7 Pages PDF
Abstract

We combine two important recent advancements of MCMC algorithms: first, methods utilizing the intrinsic manifold structure of the parameter space; then, algorithms effective for targets in infinite-dimensions with the critical property that their mixing time is robust to mesh refinement.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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