Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions

Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions

Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo simulation for statistical inference and mole...

Deskribapen osoa

Xehetasun bibliografikoak
Egile Nagusiak: Samuel Livingstone, Mark Girolami
Formatua: Artikulua
Hizkuntza:English
Argitaratua: MDPI AG 2014-06-01
Saila:Entropy
Gaiak:
information geometry
Markov chain Monte Carlo
Bayesian inference
computational statistics
machine learning
statistical mechanics
diffusions
Sarrera elektronikoa:http://www.mdpi.com/1099-4300/16/6/3074

Internet

http://www.mdpi.com/1099-4300/16/6/3074

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