Fractional Langevin Monte Carlo: Exploring Levy Driven Stochastic Differential Equations for Markov Chain Monte Carlo

Umut Simsekli. Fractional Langevin Monte Carlo: Exploring Levy Driven Stochastic Differential Equations for Markov Chain Monte Carlo. In Doina Precup, Yee Whye Teh, editors, Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017. Volume 70 of JMLR Workshop and Conference Proceedings, pages 3200-3209, JMLR.org, 2017. [doi]

Authors

Umut Simsekli

This author has not been identified. Look up 'Umut Simsekli' in Google