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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