Improving the convergence of reversible samplers (Q330615)

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Improving the convergence of reversible samplers
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    Improving the convergence of reversible samplers (English)
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    26 October 2016
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    Markov processes
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    Monte Carlo sampling
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    irreversibility
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    detailed balance
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    Langevin sampling
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    large deviations
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    asymptotic variance
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