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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6959385/ https://www.ncbi.nlm.nih.gov/pubmed/32009676 http://dx.doi.org/10.1007/s10955-017-1906-8 |