Direction-sweep Markov chains
type: Item
instance of: scholarly article
title: Direction-sweep Markov chains
zbMATH Open document ID: 1505.82066
author: Liang Qin
author: Philipp Höllmer
author: Werner Krauth
published in: Journal of Physics A: Mathematical and Theoretical
publication date: 2022-11-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/2007.15615
Mathematics Subject Classification ID: 82M31
Mathematics Subject Classification ID: 60J22
zbMATH DE Number: 7615880
zbMATH Keywords: stochastic processes
zbMATH Keywords: non-reversible Markov chains
zbMATH Keywords: Langevin equation
zbMATH Keywords: Monte Carlo methods
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W4210270034
arXiv ID: 2007.15615
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Q4830378
cites work: Analysis of a nonreversible Markov chain sampler.
cites work: Irreversible Monte Carlo algorithms for efficient sampling
cites work: Non-reversible Monte Carlo simulations of spin models
cites work: Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
cites work: A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
cites work: Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
cites work: Probability Theory
cites work: Q5470991
cites work: The Fokker-Planck equation. Methods of solution and applications.
cites work: The mathematics of mixing things up
DOI: 10.1088/1751-8121/AC508A
description: scientific article; zbMATH DE number 7615880