High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion (Q2233568)

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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
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    High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion (English)
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    11 October 2021
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    Markov chain Monte Carlo
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    Langevin diffusion
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    Wasserstein curvature
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    Hamiltonian Monte Carlo
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