The following pages link to Variance reduction for diffusions (Q491924):
Displaying 23 items.
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Improving the convergence of reversible samplers (Q330615) (← links)
- Accelerating Gaussian diffusions (Q1308710) (← links)
- Reducing the variance by smoothing (Q1361604) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions (Q1703077) (← links)
- A note on variance reduction (Q1907930) (← links)
- Large deviations of empirical measures of diffusions in weighted topologies (Q2024505) (← links)
- Variational formulas for asymptotic variance of general discrete-time Markov chains (Q2108480) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Some remark on the asymptotic variance in a drift accelerated diffusion (Q2173356) (← links)
- Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift (Q2176531) (← links)
- On the convergence time of some non-reversible Markov chain Monte Carlo methods (Q2218850) (← links)
- A note on the asymptotic variance of drift accelerated diffusions (Q2244461) (← links)
- Dirichlet eigenvalue problems of irreversible Langevin diffusion (Q2244559) (← links)
- Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance (Q2410288) (← links)
- Variance reduction for irreversible Langevin samplers and diffusion on graphs (Q2517240) (← links)
- Variational principles for asymptotic variance of general Markov processes (Q2690111) (← links)
- A simple variance reduction method with applications to finance and queueing theory (Q2724987) (← links)
- Variance reduction by smoothing revisited (Q2879482) (← links)
- Optimal Variance Reduction for Markov Chain Monte Carlo (Q4581261) (← links)
- Robust Variance Reduction for Random Walk Methods (Q4652302) (← links)
- (Q5302792) (← links)