Optimal Variance Reduction for Markov Chain Monte Carlo (Q4581261): Difference between revisions

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+Non-reversible Metropolis-Hastings
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+A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
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+On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling
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+Variance reduction for diffusions
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+Attaining the optimal Gaussian diffusion acceleration
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+https://doi.org/10.1137/17m1144301
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+W2886617675
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