Metropolis Integration Schemes for Self-Adjoint Diffusions

Metropolis Integration Schemes for Self-Adjoint Diffusions

Bou-Rabee, Nawaf, Donev, Aleksandar, Vanden-Eijnden, Eric
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Volume:
12
Language:
english
Journal:
Multiscale Modeling & Simulation
DOI:
10.1137/130937470
Date:
January, 2014
File:
PDF, 1.64 MB
english, 2014
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