@article{https://resolver.caltech.edu/CaltechAUTHORS:20160715-161420502, title = "A Function Space HMC Algorithm With Second Order Langevin Diffusion Limit", journal = "Bernoulli", url = "https://resolver.caltech.edu/CaltechAUTHORS:20160715-161420502", id = "record", issn = "1350-7265", doi = "10.3150/14-BEJ621", volume = "22" } @article{https://resolver.caltech.edu/CaltechAUTHORS:20160719-145056000, title = "Noisy gradient flow from a random walk in Hilbert space", journal = "Stochastic Partial Differential Equations: Analysis and Computations", url = "https://resolver.caltech.edu/CaltechAUTHORS:20160719-145056000", id = "record", issn = "2194-041X", doi = "10.1007/s40072-014-0029-3", volume = "2" } @article{https://resolver.caltech.edu/CaltechAUTHORS:20160726-155502558, title = "Optimal tuning of the hybrid Monte Carlo algorithm", journal = "Bernoulli", url = "https://resolver.caltech.edu/CaltechAUTHORS:20160726-155502558", id = "record", issn = "1350-7265", doi = "10.3150/12-BEJ414", volume = "19" } @article{https://resolver.caltech.edu/CaltechAUTHORS:20160728-150141693, title = "Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions", journal = "Annals of Applied Probability", url = "https://resolver.caltech.edu/CaltechAUTHORS:20160728-150141693", id = "record", issn = "1050-5164", doi = "10.1214/11-AAP828", volume = "22" } @article{https://resolver.caltech.edu/CaltechAUTHORS:20160728-154635836, title = "Diffusion limits of the random walk Metropolis algorithm in high dimensions", journal = "Annals of Applied Probability", url = "https://resolver.caltech.edu/CaltechAUTHORS:20160728-154635836", id = "record", issn = "1050-5164", doi = "10.1214/10-AAP754", volume = "22" }