On Irreversible Metropolis Sampling Related to Langevin Dynamics
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Publication:5095483
DOI10.1137/21M1423701zbMath1492.65015arXiv2106.03012OpenAlexW4295988097MaRDI QIDQ5095483
Publication date: 9 August 2022
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.03012
Markov chain Monte CarloLangevin dynamicsHamiltonian Monte CarloMetropolis-Hastings samplinggeneralized reversibility
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