Sampling from mixture distributions based on regime-switching diffusions
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Cites work
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Cited in
(3)- Sampling and estimation on manifolds using the Langevin diffusion
- Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
- Invariant measures of the stochastic theta method for stochastic differential equations with super-linearly growing coefficients
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