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- Metropolis-adjusted_Langevin_algorithm abstract "In computational statistics, the Metropolis-adjusted Langevin algorithm (MALA) is a a Markov chain Monte Carlo (MCMC) method for obtaining random samples – sequences of random observations – from a probability distribution for which direct sampling is difficult. As the name suggests, MALA uses a combination of two mechanisms to generate the states of a random walk that has the target probability distribution as an invariant measure: new states are proposed using (overdamped) Langevin dynamics, which use evaluations of the gradient of the target probability density function; these proposals are accepted or rejected using the Metropolis–Hastings algorithm, which uses evaluations of the target probability density (but not its gradient).Informally, the Langevin dynamics drive the random walk towards regions of high probability in the manner of a gradient flow, while the Metropolis–Hastings accept/reject mechanism improves the mixing and convergence properties of this random walk. MALA was originally proposed by Roberts and Rosenthal in 1998, and many variations and refinements have been introduced since then, e.g. the manifold variant of Girolami and Calderhead (2011).".
- Metropolis-adjusted_Langevin_algorithm wikiPageID "49312612".
- Metropolis-adjusted_Langevin_algorithm wikiPageLength "6140".
- Metropolis-adjusted_Langevin_algorithm wikiPageOutDegree "26".
- Metropolis-adjusted_Langevin_algorithm wikiPageRevisionID "708246406".
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Brownian_motion.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Category:Markov_chain_Monte_Carlo.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Category:Monte_Carlo_methods.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Category:Statistical_algorithms.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Covariance_matrix.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Detailed_balance.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Euler–Maruyama_method.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Expected_value.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Gradient.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Identity_matrix.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Independent_and_identically_distributed_random_variables.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Invariant_measure.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Isotropy.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Itô_diffusion.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Langevin_dynamics.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Manifold.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Markov_chain_Monte_Carlo.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Metropolis–Hastings_algorithm.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Multivariate_normal_distribution.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Preconditioner.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Probability_density_function.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Probability_distribution.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Pseudo-random_number_sampling.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Random_walk.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Statistics.
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLink Uniform_distribution_(continuous).
- Metropolis-adjusted_Langevin_algorithm wikiPageWikiLinkText "Metropolis-adjusted Langevin algorithm".
- Metropolis-adjusted_Langevin_algorithm subject Category:Markov_chain_Monte_Carlo.
- Metropolis-adjusted_Langevin_algorithm subject Category:Monte_Carlo_methods.
- Metropolis-adjusted_Langevin_algorithm subject Category:Statistical_algorithms.
- Metropolis-adjusted_Langevin_algorithm comment "In computational statistics, the Metropolis-adjusted Langevin algorithm (MALA) is a a Markov chain Monte Carlo (MCMC) method for obtaining random samples – sequences of random observations – from a probability distribution for which direct sampling is difficult.".
- Metropolis-adjusted_Langevin_algorithm label "Metropolis-adjusted Langevin algorithm".
- Metropolis-adjusted_Langevin_algorithm sameAs Q22906891.
- Metropolis-adjusted_Langevin_algorithm sameAs Q22906891.
- Metropolis-adjusted_Langevin_algorithm wasDerivedFrom Metropolis-adjusted_Langevin_algorithm?oldid=708246406.
- Metropolis-adjusted_Langevin_algorithm isPrimaryTopicOf Metropolis-adjusted_Langevin_algorithm.