Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler (Q5109769): Difference between revisions

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scientific article; zbMATH DE number 7200383
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English
Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
scientific article; zbMATH DE number 7200383

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    Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler (English)
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    13 May 2020
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    ensemble Kalman inversion
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    Kalman-Wasserstein metric
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    gradient flow
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    mean-field Fokker-Planck equation
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