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Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics. We show that appropriate choices of the perturbations can l...

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Detalhes bibliográficos
Publicado no:J Stat Phys
Main Authors: Duncan, A. B., Nüsken, N., Pavliotis, G. A.
Formato: Artigo
Idioma:Inglês
Publicado em: Springer US 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6959385/
https://ncbi.nlm.nih.gov/pubmed/32009676
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10955-017-1906-8
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