Work

Langevin diffusions on the torus: estimation and applications

Year: 2017

Type: article

Source: Statistics and Computing

DOI: 10.1007/s11222-017-9790-2

Authors: Eduardo García-Portugués, Michael Sørensen, Kanti V. Mardia, Thomas Hamelryck

Institutions: University of Copenhagen, Universidad Carlos III de Madrid, University of Leeds, University of Oxford

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Ministerio de Asuntos Económicos y Transformación Digital, Gobierno de España

Award: G1020750621

OpenAlex ID: W2610760474

FWCI: 0.942

Cites: 41

Cited by: 15

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