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Number of items: 6.
Engineering and Physical Sciences Research Council (EPSRC)
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2012) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.6). pp. 2320-2356. doi:10.1214/11-AAP828 ISSN 1050-5164.
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2011) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2011 (No.8).
European Research Council (ERC)
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2012) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.6). pp. 2320-2356. doi:10.1214/11-AAP828 ISSN 1050-5164.
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2011) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2011 (No.8).
National Science Foundation (U.S.) (NSF)
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2012) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.6). pp. 2320-2356. doi:10.1214/11-AAP828 ISSN 1050-5164.
University of Warwick. Centre for Research in Statistical Methodology
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H. (2011) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2011 (No.8).
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