Lorenz Fruehwirth

most citedErgodicity of Langevin Dynamics and its Discretizations for Non-smooth Potentials

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Ergodicity of Langevin Dynamics and its Discretizations for Non-smooth Potentials

Lorenz Fruehwirth, Andreas Habring

This article is concerned with sampling from Gibbs distributions $I ¨ (x) \propto e^{- U (x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in…