Browsing Department of Mathematics and Physics (TN-IMF) by Journals "Scandinavian Journal of Statistics"
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Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods
(Peer reviewed; Journal article, 2023)A metric tensor for Riemann manifold Monte Carlo particularly suited for nonlinear Bayesian hierarchical models is proposed. The metric tensor is built from symmetric positive semidefinite log-density gradient covariance ...