Variance reduction for irreversible Langevin samplers and diffusion on graphs (Q2517240): Difference between revisions
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| Property / DOI: 10.1214/ECP.v20-3855 / rank | |||
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| Property / author: Konstantinos V. Spiliopoulos / rank | |||
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Latest revision as of 04:15, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for irreversible Langevin samplers and diffusion on graphs |
scientific article |
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Variance reduction for irreversible Langevin samplers and diffusion on graphs (English)
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17 August 2015
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Langevin samplers
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irreversibility
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variance reduction
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diffusions
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graphs
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convergence to equilibrium
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Monte Carlo method
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