Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions (Q2045410)

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Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
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    Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions (English)
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    12 August 2021
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    coupling
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    convergence to equilibrium
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    Markov chain Monte Carlo in infinite dimensions
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    Hamiltonian Monte Carlo
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    hybrid Monte Carlo
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    geometric integration
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    Metropolis-Hastings
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    Hilbert spaces
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