Variance reduction for irreversible Langevin samplers and diffusion on graphs (Q2517240)

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Variance reduction for irreversible Langevin samplers and diffusion on graphs
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    Variance reduction for irreversible Langevin samplers and diffusion on graphs (English)
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    17 August 2015
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    Langevin samplers
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    irreversibility
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    variance reduction
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    diffusions
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    graphs
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    convergence to equilibrium
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    Monte Carlo method
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