Variance reduction using nonreversible Langevin samplers (Q300594)

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Variance reduction using nonreversible Langevin samplers
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    title
    Variance reduction using nonreversible Langevin samplers (English)
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    author
    Tony Lelièvre
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    Andrew B. Duncan
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    Grigorios A. Pavliotis
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    publication date
    28 June 2016
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    Mathematics Subject Classification ID
    82C31
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    60F05
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    82B80
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    65C05
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    zbMATH DE Number
    6599153
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    zbMATH Keywords
    Langevin equation
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