Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport
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Publication:5228360
DOI10.1137/18M119896XzbMath1454.60118arXiv1806.11026OpenAlexW2963521170WikidataQ128175677 ScholiaQ128175677MaRDI QIDQ5228360
Nikolas Nüsken, Grigorios A. Pavliotis
Publication date: 12 August 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.11026
Monte Carlo methods (65C05) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Stochastic particle methods (65C35) PDEs in connection with statistics (35Q62)
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