Fast Langevin based algorithm for MCMC in high dimensions (Q1676438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Langevin based algorithm for MCMC in high dimensions |
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Fast Langevin based algorithm for MCMC in high dimensions (English)
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7 November 2017
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weak convergence
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Markov chain Monte Carlo
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diffusion limit
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exponential ergodicity
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