Xifara, T.; Sherlock, C.; Livingstone, S.; Byrne, S.; … - In: Statistics & Probability Letters 91 (2014) C, pp. 14-19
We describe a Langevin diffusion with a target stationary density with respect to Lebesgue measure, as opposed to the volume measure of a previously-proposed diffusion. The two are sometimes equivalent but in general distinct and lead to different Metropolis-adjusted Langevin algorithms, which...