The following pages link to Variance reduction for diffusions (Q491924):
Displaying 12 items.
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Improving the convergence of reversible samplers (Q330615) (← links)
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions (Q1703077) (← links)
- Large deviations of empirical measures of diffusions in weighted topologies (Q2024505) (← links)
- Variational formulas for asymptotic variance of general discrete-time Markov chains (Q2108480) (← links)
- Some remark on the asymptotic variance in a drift accelerated diffusion (Q2173356) (← links)
- Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift (Q2176531) (← links)
- On the convergence time of some non-reversible Markov chain Monte Carlo methods (Q2218850) (← links)
- A note on the asymptotic variance of drift accelerated diffusions (Q2244461) (← links)
- Dirichlet eigenvalue problems of irreversible Langevin diffusion (Q2244559) (← links)
- Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance (Q2410288) (← links)
- Variational principles for asymptotic variance of general Markov processes (Q2690111) (← links)
