Optimal friction matrix for underdamped Langevin sampling (Q6181262)
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scientific article; zbMATH DE number 7792489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal friction matrix for underdamped Langevin sampling |
scientific article; zbMATH DE number 7792489 |
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Optimal friction matrix for underdamped Langevin sampling (English)
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22 January 2024
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asymptotic variance
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self-tuning algorithm
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Langevin dynamics
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variance reduction
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Poisson equation
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