Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
Publication:6177924
DOI10.1137/22M1533281zbMath1518.65142arXiv2209.15420MaRDI QIDQ6177924
Philipp Wacker, Claudia Schillings, Claudia Totzeck
Publication date: 31 August 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.15420
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems in optimization and economics (37N40) Vlasov equations (35Q83)
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