Variance reduction for irreversible Langevin samplers and...

Variance reduction for irreversible Langevin samplers and diffusion on graphs

Rey-Bellet, Luc, Spiliopoulos, Konstantinos
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Volume:
20
Year:
2015
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ecp.v20-3855
File:
PDF, 1.82 MB
english, 2015
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