Covariance-controlled adaptive Langevin thermostat for large-scale Bayesian sampling

Xiaocheng Shang, Zhanxing Zhu, Benedict Leimkuhler, Amos J. Storkey

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

25 Citations (Scopus)

43 Downloads (Pure)

Original language	English
Title of host publication	Advances in Neural Information Processing Systems 28
Pages	37-45
Publication status	Published - 2015

Access to Document

@inproceedings{c23d210b43f14be6a839fba42278eb1a,

title = "Covariance-controlled adaptive Langevin thermostat for large-scale Bayesian sampling",

author = "Xiaocheng Shang and Zhanxing Zhu and Benedict Leimkuhler and Storkey, {Amos J.}",

year = "2015",

language = "English",

pages = "37--45",

booktitle = "Advances in Neural Information Processing Systems 28",

}