Metropolis Integration Schemes for Self-Adjoint Diffusions

Nawaf Bou-Rabee, Aleksandar Donev, Eric Vanden-Eijnden. Metropolis Integration Schemes for Self-Adjoint Diffusions. Multiscale Modeling & Simulation, 12(2):781-831, 2014. [doi]

Authors

Nawaf Bou-Rabee

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Aleksandar Donev

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Eric Vanden-Eijnden

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