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Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation

Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation

A. B. Duncan
G. Pavliotis
K. Zygalakis
ArXiv (abs)PDFHTML

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

7 / 7 papers shown
Title
Fisher information dissipation for time inhomogeneous stochastic differential equations
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
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
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
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
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
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
Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets
M. Ottobre
Natesh S. Pillai
K. Spiliopoulos
50
9
0
06 Feb 2017