Variance reduction using nonreversible Langevin samplers (Q300594)

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English	Variance reduction using nonreversible Langevin samplers	scientific article

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scholarly article

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Variance reduction using nonreversible Langevin samplers (English)

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Andrew B. Duncan

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Grigorios A. Pavliotis

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Journal of Statistical Physics

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publication date

28 June 2016

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full work available at URL

https://arxiv.org/abs/1506.04934

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zbMATH Keywords

Langevin equation

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues

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Central limit theorems for additive functionals of ergodic Markov diffusions processes

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Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers

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Analysis of a nonreversible Markov chain sampler.

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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Irreversible Monte Carlo algorithms for efficient sampling

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Irreversible Langevin samplers and variance reduction: a large deviations approach

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Identifiers

zbMATH Open document ID

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10.1007/s10955-016-1491-2

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:300594

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