Irreversible Langevin samplers and variance reduction: a large deviations approach (Q2944157)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible Langevin samplers and variance reduction: a large deviations approach |
scientific article |
Statements
Irreversible Langevin samplers and variance reduction: a large deviations approach (English)
0 references
28 August 2015
0 references
large deviations
0 references
Monte Carlo Markov chain method
0 references
non-reversibility
0 references
variance reduction
0 references
Langevin equation
0 references
