Multilevel Langevin pathwise average for Gibbs approximation
Maxime Egéa, Fabien Panloup
| Year of publication: |
2025
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|---|---|
| Authors: | Egéa, Maxime ; Panloup, Fabien |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 573-605
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| Subject: | ergodic diffusion | Langevin algorithm | multilevel Monte Carlo | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Algorithmus | Algorithm | Simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.0243 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211752