Markov chain Monte Carlo and irreversibility

DOI10.1016/S0034-4877(16)30031-3zbMath1387.60116MaRDI QIDQ339005

Michela Ottobre

Publication date: 7 November 2016

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarlohypocoercivityHamiltonian Monte Carlononreversible diffusions

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)

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