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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 20, 2021 17:00–17:50, online 		 

MCMC, Langevin diffusion, and control variates for MCMC

Éric Moulinesaabb, A. Durmusc

a École Polytechnique
b HSE University
c ENS Paris-Saclay
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MP4 271.6 Mb

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Abstract: The talk is based on joint work with A. Durmus, A. Naumov, S. Samsonov, and Hoi-To-Wai.

Language: English
 
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