Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler (Q5109769)
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scientific article; zbMATH DE number 7200383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler |
scientific article; zbMATH DE number 7200383 |
Statements
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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