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   Articles with "minimising expected" as a keyword



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Minimising the expected commute time

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recommendations! Published in 2019 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2019.04.010

Abstract: Abstract Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection… read more here.

Keywords: time; commute time; problem; diffusion ... See more keywords