Kinetic walks for sampling (Q5114800)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7215204

Language	Label	Description	Also known as
English	Kinetic walks for sampling	scientific article; zbMATH DE number 7215204

Statements

scholarly article

0 references

Pierre Monmarché

0 references

publication date

26 June 2020

0 references

full work available at URL

https://arxiv.org/abs/1903.00550

0 references

http://alea.impa.br/articles/v17/17-20.pdf

0 references

zbMATH Keywords

MCMC

0 references

non-reversible sampling

0 references

zig-zag process

0 references

MaRDI profile type

MaRDI publication profile

0 references

arXiv classification

math.PR

0 references

Limit theorems for the zig-zag process

0 references

The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data

0 references

A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

0 references

Ergodicity of the zigzag process

0 references

The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

0 references

Hypocoercivity without confinement

0 references

The general correlated random walk

0 references

Analysis of a nonreversible Markov chain sampler.

0 references

On the spectral analysis of second-order Markov chains

0 references

Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

0 references

Long time behavior of telegraph processes under convex potentials

0 references

A Liapounov bound for solutions of the Poisson equation

0 references

ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION

0 references

A Diffusion Limit for Generalized Correlated Random Walks

0 references

0 references

Geometric numerical integration illustrated by the Störmer–Verlet method

0 references

Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

0 references

FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE

0 references

A stochastic model related to the telegrapher's equation

0 references

Foundations of Modern Probability

0 references

Rational Construction of Stochastic Numerical Methods for Molecular Sampling

0 references

The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

0 references

Partial differential equations and stochastic methods in molecular dynamics

0 references

Exact simulation of the jump times of a class of piecewise deterministic Markov processes

0 references

0 references

Nonhomogeneous geometric distributions with relations to birth and death processes

0 references

Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

0 references

Étude spectrale minutieuse de processus moins indécis que les autres

0 references

Piecewise deterministic simulated annealing

0 references

Weakly self-interacting velocity jump processes for bacterial chemotaxis and adaptive algorithms

0 references

Partite Saturation Problems

0 references

The one-dimensional asymmetric persistent random walk

0 references

Expansion of the global error for numerical schemes solving stochastic differential equations

0 references

Irreversible Monte Carlo algorithms for efficient sampling

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5114800

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5114800&oldid=36596169"