An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization

Deng, Wei; Lin, Guang; Liang, Faming

doi:10.1007/s11222-022-10120-3

An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization

Journal Article · 09 July 2022 · Statistics and Computing

DOI:https://doi.org/10.1007/s11222-022-10120-3· OSTI ID:1976710

Deng, Wei; Lin, Guang;

Not provided.

Research Organization:: Purdue Univ., West Lafayette, IN (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0021142

OSTI ID:: 1976710

Journal Information:: Statistics and Computing, Vol. 32, Issue 4; ISSN 0960-3174

Publisher:: Springer

Country of Publication:: United States

Language:: English

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