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Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability.
Alain Durmus
Sylvain Le Corff
Eric Moulines
Gareth O. Roberts
Published in:
J. Appl. Probab. (2017)
Keyphrases
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random walk
dynamic programming
optimal solution
learning algorithm
hyper graph
simulated annealing
transition probability matrix
multi db
objective function
markov chain
directed graph
clustering method
search space
machine learning
spectral methods
probabilistic model
k means
spectral graph partitioning