Optimal friction matrix for underdamped Langevin sampling

30 November 2021

Papers citing "Optimal friction matrix for underdamped Langevin sampling"

4 / 4 papers shown

Title
Second Order Ensemble Langevin Method for Sampling and Inverse Problems Ziming Liu Andrew M. Stuart Yixuan Wang 27 6 0 09 Aug 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 28 25 0 20 Mar 2022
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 27 22 0 26 Apr 2021
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 58 231 0 11 Jul 2016