Accelerating Convergence of Langevin Dynamics via Adaptive Irreversible Perturbations

Irreversible perturbations in Langevin dynamics have been widely recognized for their role in accelerating convergence in simulations of multi-modal distributions <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>π</mi><mo>(</mo><mi>θ</mi><mo>)</m...

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Autori principali:	Zhenqing Wu, Zhejun Huang, Sijin Wu, Ziying Yu, Liuxin Zhu, Lili Yang
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	MDPI AG 2023-12-01
Serie:	Mathematics
Soggetti:	adaptive irreversible perturbations Langevin dynamics Markov chain Monte Carlo
Accesso online:	https://www.mdpi.com/2227-7390/12/1/118
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