WayneDW/Global-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC WayneDW/Global-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC

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  • Language
    Python
  • Created about 2 years ago
  • Updated about 2 years ago
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WayneDW/Global-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC
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Repository Details

Code for "An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Statistics and Computing 2022)"

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