Irreversible Langevin samplers and variance reduction: a large deviations approach (Q2944157): Difference between revisions
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| Property / author: Konstantinos V. Spiliopoulos / rank | |||
Revision as of 11:41, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible Langevin samplers and variance reduction: a large deviations approach |
scientific article |
Statements
Irreversible Langevin samplers and variance reduction: a large deviations approach (English)
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28 August 2015
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large deviations
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Monte Carlo Markov chain method
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non-reversibility
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variance reduction
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Langevin equation
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