Optimal friction matrix for underdamped Langevin sampling (Q6181262)

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scientific article; zbMATH DE number 7792489
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Optimal friction matrix for underdamped Langevin sampling
scientific article; zbMATH DE number 7792489

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    Optimal friction matrix for underdamped Langevin sampling (English)
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    22 January 2024
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    asymptotic variance
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    self-tuning algorithm
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    Langevin dynamics
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    variance reduction
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    Poisson equation
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