An adaptive Hessian approximated stochastic gradient MCMC method

Document Details

Document Type
Pub Defense Publication
Publication Date
May 01, 2021
Source ID
10.1016/j.jcp.2021.110150

Entities

People

  • Guang Lin
  • Wei Deng
  • Yating Wang

Organizations

  • Army Research Office
  • Brookhaven National Laboratory
  • Division of Civil, Mechanical & Manufacturing Innovation
  • National Science Foundation Division of Mathematical Sciences
  • Office of Advanced Scientific Computing Research