Irreversible Langevin samplers and variance reduction: a large deviations approach

Author: Rey-Bellet Luc   Spiliopoulos Konstantinos  

Publisher: IOP Publishing

E-ISSN: 1361-6544|28|7|2081-2103

ISSN: 0951-7715

Source: Nonlinearity, Vol.28, Iss.7, 2015-07, pp. : 2081-2103

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Abstract