Weighted multilevel Langevin simulation of invariant measures (Q1634175)
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scientific article; zbMATH DE number 6994396
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| English | Weighted multilevel Langevin simulation of invariant measures |
scientific article; zbMATH DE number 6994396 |
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Weighted multilevel Langevin simulation of invariant measures (English)
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17 December 2018
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ergodic diffusion
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invariant measure
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multilevel
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ergodicity
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Richardson-Romberg
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Monte Carlo
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PAC-Bayesian
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0.7547919154167175
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0.7520322799682617
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0.7517454624176025
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0.751744270324707
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