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Weighted multilevel Langevin simulation of invariant measures - MaRDI portal

Weighted multilevel Langevin simulation of invariant measures (Q1634175)

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Weighted multilevel Langevin simulation of invariant measures
scientific article

    Statements

    title
    Weighted multilevel Langevin simulation of invariant measures (English)
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    author
    Gilles Pagès
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    Fabien Panloup
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    publication date
    17 December 2018
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    zbMATH Keywords
    ergodic diffusion
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    invariant measure
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    multilevel
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    ergodicity
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    Richardson-Romberg
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    Monte Carlo
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    PAC-Bayesian
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    cites work
    Q5515914
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    Q4331760
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    Q5187597
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    Q3911791
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    Identifiers

    DOI
    10.1214/17-AAP1364
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    Mathematics Subject Classification ID
    60J60
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    37M25
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    65C05
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    zbMATH DE Number
    6994396
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    arXiv ID
    1607.00781
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    OpenAlex ID
    W2962800222
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    Wikidata QID
    Q129126943
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