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Covariance-Controlled Adaptive Langevin Thermostat for Large-Scale Bayesian Sampling

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Description article
Author/s

author: Zhanxing Zhu  Amos Storkey  Xiaocheng Shang  Benedict Leimkuhler 

Publication date 2015
Language English
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https://papers.nips.cc/paper/5978-covariance-controlled-adaptive-langevin-thermostat-for-large-scale-bayesian-sampling.pdf

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