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High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm
Simons Institute for the Theory of Computing
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Estimating Expectations is Difficult: Why do we need MCMC?
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Searchlight: a Markov Chain Monte Carlo Method for Arbitrarily High Dimensions
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Grigorios A Pavliotis: Accelerating convergence and reducing variance for Langevin samplers
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DOE CSGF 2016: Second-order Langevin Markov Chain Monte Carlo
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Searchlight: a Markov Chain Monte Carlo Method for Arbitrarily High Dimensions
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The Langevin MCMC: Theory and Methods by Eric Moulines
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Markov Chain Monte Carlo (MCMC) Explained Simply | Algorithms, Examples & Applications
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