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Metropolis-adjusted Langevin algorithm

In computational statistics, the Metropolis-adjusted Langevin algorithm (MALA) is a Markov chain Monte Carlo (MCMC) method for obtaining random… 
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Related topics

Related topics

7 relations
Brownian motionDetailed balanceEuler–Maruyama methodGradient

Broader (1)

Markov chain Monte Carlo

Papers overview

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2015
2015
Structure design and experimental study of micro droplet generation system
In this paper, a new type of micro droplet generation system is proposed. It is composed of the drive component (the linear… 
2015
2015
Search for a new short-range spin-dependent force with polarized Helium 3
Measuring the depolarization rate of a $^3$He hyperpolarized gas is a sensitive method to probe hypothetical short-range spin… 
2013
2013
Diffusions with position dependent volatility and the Metropolis-adjusted Langevin algorithm
We propose a new position dependent Metropolis-adjusted Langevin algorithm (MALA) which is based on a Langevin diffusion with… 
2013
2013
Extreme Value Theory of geophysical flows
Heutzutage wird es immer deutlicher, dass nur ein tieferes Verstandnis der dynamischen Eigenschaften komplexer Systeme, das… 
Review
2012
Review
2012
Condition Monitoring of High Temperature, High Stress Components by Means of Core Sampling and Friction Weld Repair
Condition monitoring and life management of components subjected to high temperatures and stresses is very relevant to the power… 
2012
2012
Muon spin relaxation and neutron scattering investigations of the noncentrosymmetric heavy-fermion antiferromagnet CeRhGe 3
A. D. Hillier,1,* D. T. Adroja,1,† P. Manuel,1 V. K. Anand,1 J. W. Taylor,1 K. A. McEwen,2 B. D. Rainford,3 and M. M. Koza4 1ISIS… 
2012
2012
A 10-channel RF coil for use in magnetic resonance guided high intensity focused ultrasound of the the brain
Introduction The purpose of this work was to design a coil that allows for open ultrasound (US) access to the cranium for MR… 
2011
2011
Synchrotron radiation study of the uranium chemical species electrodeposited for alpha spectrometry sources
Resumen en: Alpha spectrometry (AS) with semiconductor detectors has applications in nuclear decay data measurements… 
2011
2011
Dynamic behavior in a dryness sensitive 3d-4fmetal–organic framework
Dynamic behavior in a dryness sensitive 3d-4f metal–organic framework Oscar Fabelo,a,b,c Pau Díaz-Gallifa,c Laura Cañadillas… 
1970
1970
Luce Langevin, Lomonossov, 1711-1765. Sa vie, son œuvre
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