Randomized Runge-Kutta-Nyström Methods for Unadjusted Hamiltonian and Kinetic Langevin Monte Carlo

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bou-Rabee, Nawaf, Kleppe, Tore Selland
Format:	Preprint
Published:	2023
Subjects:	Numerical Analysis Probability Computation Methodology Machine Learning 60J05 (Primary) 65C05, 65L05, 65P10 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.07399