Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations

I. Vujacic; M.C.M. de Gunst

Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations

Mathematics

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic

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Original language	English
Title of host publication	Proceedings of the 19th European Young Statisticians Meeting
Editors	S Stanislav Nagy
Place of Publication	Prague
Publisher	Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague
Pages	160-165
Number of pages	6
ISBN (Print)	9788073783013
Publication status	Published - 2015
Event	19th European Young Statisticians Meeting - Prague Duration: 31 Aug 2015 → 4 Sept 2015

Conference

Conference	19th European Young Statisticians Meeting
Period	31/08/15 → 4/09/15

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Vujacic, I., & de Gunst, M. C. M. (2015). Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations. In S. Stanislav Nagy (Ed.), Proceedings of the 19th European Young Statisticians Meeting (pp. 160-165). Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague.

Vujacic, I. ; de Gunst, M.C.M. / Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations. Proceedings of the 19th European Young Statisticians Meeting. editor / S Stanislav Nagy. Prague : Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague, 2015. pp. 160-165

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title = "Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations",

author = "I. Vujacic and {de Gunst}, M.C.M.",

year = "2015",

language = "English",

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editor = "{Stanislav Nagy}, S",

booktitle = "Proceedings of the 19th European Young Statisticians Meeting",

publisher = "Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague",

note = "19th European Young Statisticians Meeting ; Conference date: 31-08-2015 Through 04-09-2015",

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Vujacic, I & de Gunst, MCM 2015, Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations. in S Stanislav Nagy (ed.), Proceedings of the 19th European Young Statisticians Meeting. Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague, Prague, pp. 160-165, 19th European Young Statisticians Meeting, 31/08/15.

Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations. / Vujacic, I.; de Gunst, M.C.M.
Proceedings of the 19th European Young Statisticians Meeting. ed. / S Stanislav Nagy. Prague: Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague, 2015. p. 160-165.

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic

TY - GEN

T1 - Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations

AU - Vujacic, I.

AU - de Gunst, M.C.M.

PY - 2015

Y1 - 2015

M3 - Conference contribution

SN - 9788073783013

SP - 160

EP - 165

BT - Proceedings of the 19th European Young Statisticians Meeting

A2 - Stanislav Nagy, S

PB - Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague

CY - Prague

T2 - 19th European Young Statisticians Meeting

Y2 - 31 August 2015 through 4 September 2015

ER -

Vujacic I, de Gunst MCM. Simultaneous perturbation gradient approximation based Metropolis adjusted Langevin Markov chain Monte Carlo for inference of ordinary differential equations. In Stanislav Nagy S, editor, Proceedings of the 19th European Young Statisticians Meeting. Prague: Publishing House of the Faculty of Mathematics and Physics, Charles University in Prague. 2015. p. 160-165