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most citedTransport noise restores uniqueness and prevents blow-up in geometric transport equations

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math.ST2019

Irreversible Langevin MCMC on Lie Groups

Alexis Arnaudon, Alessandro Barp, So Takao

It is well-known that irreversible MCMC algorithms converge faster to their stationary distributions than reversible ones. Using the special geometric structure of Lie groups $\mat…