Variance reduction using nonreversible Langevin samplers (Q300594): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2253619190
@@ Property / OpenAlex ID: W2253619190 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q42426717
@@ Property / Wikidata QID: Q42426717 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04934
@@ Property / arXiv ID: 1506.04934 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows
+Normal rank
@@ Property / cites work @@
+Q5690490
@@ Property / cites work: Q5690490 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for diffusions with periodic coefficients
+Normal rank
@@ Property / cites work @@
+On the functional central limit theorem and the law of the iterated logarithm for Markov processes
+Normal rank
@@ Property / cites work @@
+Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media
+Normal rank
@@ Property / cites work @@
+Asymptotics of Solute Dispersion in Periodic Porous Media
+Normal rank
@@ Property / cites work @@
+Non-reversible Metropolis-Hastings
@@ Property / cites work: Non-reversible Metropolis-Hastings / rank @@
+Normal rank
@@ Property / cites work @@
+Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
+Normal rank
@@ Property / cites work @@
+Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
+Normal rank
@@ Property / cites work @@
+Central limit theorems for additive functionals of ergodic Markov diffusions processes
+Normal rank
@@ Property / cites work @@
+Diffusion and mixing in fluid flow
@@ Property / cites work: Diffusion and mixing in fluid flow / rank @@
+Normal rank
@@ Property / cites work @@
+Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
+Normal rank
@@ Property / cites work @@
+Analysis of a nonreversible Markov chain sampler.
@@ Property / cites work: Analysis of a nonreversible Markov chain sampler. / rank @@
+Normal rank
@@ Property / cites work @@
+Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
+Normal rank
@@ Property / cites work @@
+Exponential and uniform ergodicity of Markov processes
+Normal rank
@@ Property / cites work @@
+The behavior of the spectral gap under growing drift
+Normal rank
@@ Property / cites work @@
+Q2873072
@@ Property / cites work: Q2873072 / rank @@
+Normal rank
@@ Property / cites work @@
+Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+A Liapounov bound for solutions of the Poisson equation
+Normal rank
@@ Property / cites work @@
+Adaptive proposal distribution for random walk Metropolis algorithm
+Normal rank
@@ Property / cites work @@
+Spectral Theory and its Applications
@@ Property / cites work: Spectral Theory and its Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q3946864
@@ Property / cites work: Q3946864 / rank @@
+Normal rank
@@ Property / cites work @@
+Accelerating Gaussian diffusions
@@ Property / cites work: Accelerating Gaussian diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Accelerating diffusions
@@ Property / cites work: Accelerating diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Variance reduction for diffusions
@@ Property / cites work: Variance reduction for diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
+Normal rank
@@ Property / cites work @@
+Fluctuations in Markov Processes
@@ Property / cites work: Fluctuations in Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic theorems. With a supplement by Antoine Brunel
+Normal rank
@@ Property / cites work @@
+Simulating Hamiltonian Dynamics
@@ Property / cites work: Simulating Hamiltonian Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Two Mathematical Tools to Analyze Metastable Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
+Normal rank
@@ Property / cites work @@
+Q3560913
@@ Property / cites work: Q3560913 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing.
@@ Property / cites work: Monte Carlo strategies in scientific computing. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480574
@@ Property / cites work: Q5480574 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4457477
@@ Property / cites work: Q4457477 / rank @@
+Normal rank
@@ Property / cites work @@
+The Effect of Mean Flows on Enhanced Diffusivity in Transport by Incompressible Periodic Velocity Fields
+Normal rank
@@ Property / cites work @@
+A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+Ordering and improving the performance of Monte Carlo Markov chains.
+Normal rank
@@ Property / cites work @@
+Irreversible Monte Carlo algorithms for efficient sampling
+Normal rank
@@ Property / cites work @@
+On the Poisson equation and diffusion approximation. I
+Normal rank
@@ Property / cites work @@
+Stochastic Processes and Applications
@@ Property / cites work: Stochastic Processes and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of the Green-Kubo formula
@@ Property / cites work: Asymptotic analysis of the Green-Kubo formula / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum Monte-Carlo sampling using Markov chains
@@ Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Irreversible Langevin samplers and variance reduction: a large deviations approach
+Normal rank
@@ Property / cites work @@
+Variance reduction for irreversible Langevin samplers and diffusion on graphs
+Normal rank
@@ Property / cites work @@
+Q4267796
@@ Property / cites work: Q4267796 / rank @@
+Normal rank
@@ Property / cites work @@
+Langevin diffusions and Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+Exponential convergence of Langevin distributions and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Q5745832
@@ Property / cites work: Q5745832 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Construction and Comparison of Difference Schemes
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Attaining the optimal Gaussian diffusion acceleration
+Normal rank