Improving the convergence of reversible samplers
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Publication:330615
DOI10.1007/s10955-016-1565-1zbMath1348.82046arXiv1601.08118WikidataQ57453402 ScholiaQ57453402MaRDI QIDQ330615
Luc Rey-Bellet, Konstantinos V. Spiliopoulos
Publication date: 26 October 2016
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.08118
Markov processes; asymptotic variance; large deviations; Monte Carlo sampling; irreversibility; detailed balance; Langevin sampling
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