Variance reduction using nonreversible Langevin samplers
From MaRDI portal
Publication:300594
DOI10.1007/s10955-016-1491-2zbMath1343.82036arXiv1506.04934OpenAlexW2253619190WikidataQ42426717 ScholiaQ42426717MaRDI QIDQ300594
Tony Lelièvre, Grigorios A. Pavliotis, Andrew B. Duncan
Publication date: 28 June 2016
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.04934
Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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