An auxiliary variable method for Langevin based MCMC algorithms

Yosra Marnissi, Emilie Chouzenoux, Jean-Christophe Pesquet, Amel Benazza-Benyahia. An auxiliary variable method for Langevin based MCMC algorithms. In IEEE Statistical Signal Processing Workshop, SSP 2016, Palma de Mallorca, Spain, June 26-29, 2016. pages 1-5, IEEE, 2016. [doi]

Abstract

Abstract is missing.