Metropolis-adjusted Langevin algorithm
GPTKB entity
Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Markov chain
|
| gptkbp:abbreviation |
gptkb:MALA
|
| gptkbp:acceptanceStep |
Metropolis-Hastings criterion
|
| gptkbp:author |
Gareth O. Roberts
Richard L. Tweedie |
| gptkbp:basedOn |
gptkb:Langevin_dynamics
gptkb:Metropolis-Hastings_algorithm |
| gptkbp:category |
gptkb:Monte_Carlo_methods
Stochastic processes |
| https://www.w3.org/2000/01/rdf-schema#label |
Metropolis-adjusted Langevin algorithm
|
| gptkbp:introducedIn |
1996
|
| gptkbp:proposedBy |
new states using gradient information
|
| gptkbp:relatedTo |
gptkb:Hamiltonian_Monte_Carlo
Random walk Metropolis algorithm |
| gptkbp:usedFor |
sampling from probability distributions
|
| gptkbp:usedIn |
gptkb:machine_learning
Bayesian statistics |
| gptkbp:bfsParent |
gptkb:Stochastic_Gradient_Langevin_Dynamics
|
| gptkbp:bfsLayer |
7
|