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Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets
6 February 2017
M. Ottobre
Natesh S. Pillai
K. Spiliopoulos
Re-assign community
ArXiv (abs)
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Papers citing
"Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets"
2 / 2 papers shown
Title
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
Benjamin J. Zhang
Youssef M. Marzouk
K. Spiliopoulos
81
0
0
14 Feb 2023
On Irreversible Metropolis Sampling Related to Langevin Dynamics
Zexi Song
Z. Tan
28
2
0
06 Jun 2021
1
