Variance reduction for irreversible Langevin samplers and diffusion on graphs (Q2517240)
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English | Variance reduction for irreversible Langevin samplers and diffusion on graphs |
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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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