Pages that link to "Item:Q3084200"

The following pages link to Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations (Q3084200):

Displaying 50 items.

• Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
• Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
• Weak backward error analysis for Langevin process (Q906954) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• Diffusion approximation for fully coupled stochastic differential equations (Q2039430) (← links)
• Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
• Mixing time guarantees for unadjusted Hamiltonian Monte Carlo (Q2108472) (← links)
• Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (Q2137032) (← links)
• Contact-PIC numerical methods for simulating Vlasov-Poisson-Fokker-Planck problem (Q2137915) (← links)
• An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Q2159413) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations (Q2236667) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• The tamed unadjusted Langevin algorithm (Q2274251) (← links)
• Measuring sample quality with diffusions (Q2286455) (← links)
• Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← links)
• Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations (Q2419644) (← links)
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
• Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
• NySALT: Nyström-type inference-based schemes adaptive to large time-stepping (Q2683252) (← links)
• CLT for approximating ergodic limit of SPDEs via a full discretization (Q2685900) (← links)
• Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics (Q2801323) (← links)
• Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo (Q2953224) (← links)
• Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme (Q2967593) (← links)
• Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems (Q3188143) (← links)
• Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
• High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions (Q4596727) (← links)
• Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states (Q4958848) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• (Q4998888) (← links)
• NonReversible Sampling Schemes on Submanifolds (Q5020750) (← links)
• Derivative-Free Bayesian Inversion Using Multiscale Dynamics (Q5037770) (← links)
• (Q5053262) (← links)
• Ergodic SDEs on submanifolds and related numerical sampling schemes (Q5110268) (← links)
• Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes (Q5113668) (← links)
• Kinetic walks for sampling (Q5114800) (← links)
• Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781) (← links)
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
• Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• ATLAS: A Geometric Approach to Learning High-Dimensional Stochastic Systems Near Manifolds (Q5737746) (← links)
• The entropy production of stationary diffusions (Q6095270) (← links)
• Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems (Q6102911) (← links)
• Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors (Q6104013) (← links)
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
• Improving sampling accuracy of stochastic gradient MCMC methods via non-uniform subsampling of gradients (Q6160667) (← links)
• Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models (Q6165984) (← links)
• The forward-backward envelope for sampling with the overdamped Langevin algorithm (Q6173566) (← links)
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (Q6175752) (← links)
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation (Q6195350) (← links)