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Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials - MaRDI portal

Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials

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Publication:6385956

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DOI10.1214/22-BJPS538arXiv2112.09311MaRDI QIDQ6385956

Publication date: 16 December 2021

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

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