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Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"

Barthelme, Simon; Beffy, Magali; Chopin, Nicolas; Doucet, Arnaud; Jacob, Pierre E.; Johansen, Adam M.; Marin, Jean-Michel; Robert, Christian P. (2011), Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods". https://basepub.dauphine.fr/handle/123456789/6333

Type
Document de travail / Working paper
Date
2011
Publisher
Université Paris-Dauphine
Series title
Université Paris-Dauphine
Published in
Paris
Pages
6
Metadata
Show full item record
Author(s)
Barthelme, Simon

Beffy, Magali
Centre de Recherche en Économie et Statistique [CREST]
Chopin, Nicolas
Centre de Recherche en Économie et Statistique [CREST]
Doucet, Arnaud
Dept of Statistics & Dept of Computer Science, UBC
Jacob, Pierre E. cc
Centre de Recherche en Économie et Statistique [CREST]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Johansen, Adam M.

Marin, Jean-Michel cc
Institut de Mathématiques et de Modélisation de Montpellier [I3M]
Robert, Christian P.
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
This is a collection of discussions of 'Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by Girolami and Calderhead, to appear in the Journal of the Royal Statistical Society, Series B.
Subjects / Keywords
Monte Carlo method; Langevin method; Riemann method; hamiltonian method
JEL
C15 - Statistical Simulation Methods: General

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