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Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
We introduce a novel geometry-informed irreversible perturbation that accelerates convergence of the Langevin algorithm for Bayesian computation. It is well documented that there exist perturbations to the Langevin dynamics that preserve its invariant measure while accelerating its convergence. Irre...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9485103/ https://www.ncbi.nlm.nih.gov/pubmed/36156938 http://dx.doi.org/10.1007/s11222-022-10147-6 |