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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+Accelerating reversible Markov chains
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+Geometric bounds for eigenvalues of Markov chains
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+Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
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+Monte Carlo sampling methods using Markov chains and their applications
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+On some mixing times for nonreversible finite Markov chains
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+Accelerating Gaussian diffusions
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+Accelerating diffusions
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+Variance reduction for diffusions
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+Q3876725
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+Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance
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+Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
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+Markov chain decomposition for convergence rate analysis
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+Markov chain Monte Carlo and irreversibility
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+Accelerating Brownian motion on \(N\)-torus
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+Optimum Monte-Carlo sampling using Markov chains
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+Irreversible Langevin samplers and variance reduction: a large deviations approach
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+Variance reduction for irreversible Langevin samplers and diffusion on graphs
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+Improving the convergence of reversible samplers
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+Geometric ergodicity and hybrid Markov chains
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+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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+Constructing optimal transition matrix for Markov chain Monte Carlo
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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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+Publication:4581261