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Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Tan, Hong Ye et al.
arXiv (All) · Papers · License: Open Access
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65c05numericalanalysisoptimizationandcontrolstatisticstheory
statistics theory, numerical analysis, optimization and control, 65c05, 60h10, 65c35
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