Lévy Langevin Monte Carlo
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Publication:6190659
DOI10.1007/s11222-023-10345-wzbMath1529.62028arXiv2303.07743OpenAlexW4388552266MaRDI QIDQ6190659
Publication date: 6 February 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.07743
Lévy processesstochastic differential equationslimiting distributionsinvariant distributionsLangevin Monte Carlo
Processes with independent increments; Lévy processes (60G51) Computational methods for problems pertaining to statistics (62-08) Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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