Nonreversible Langevin Samplers: Splitting Schemes, Analysis and
Implementation

Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation

16 January 2017

A. B. Duncan

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Papers citing "Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation"

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Title
Fisher information dissipation for time inhomogeneous stochastic differential equations Qi Feng Xinzhe Zuo Wuchen Li 61 4 0 01 Feb 2024
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 72 17 0 06 May 2021
Projected Wasserstein gradient descent for high-dimensional Bayesian inference Yifei Wang Peng Chen Wuchen Li 77 26 0 12 Feb 2021
Non-reversible Markov chain Monte Carlo for sampling of districting maps G. Herschlag Jonathan C. Mattingly Matthias Sachs Evan T. Wyse 46 7 0 18 Aug 2020
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 100 31 0 19 Dec 2018
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 106 31 0 13 Jun 2017
Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets M. Ottobre Natesh S. Pillai K. Spiliopoulos 47 9 0 06 Feb 2017