Differential geometric MCMC methods and applications
This thesis presents novel Markov chain Monte Carlo methodology that exploits the natural representation of a statistical model as a Riemannian manifold. The methods developed provide generalisations of the Metropolis-adjusted Langevin algorithm and the Hybrid Monte Carlo algorithm for Bayesian stat...
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University of Glasgow
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.547890 |