A neural network assisted Metropolis adjusted Langevin algorithm

DOI10.1515/MCMA-2020-2060MaRDI QIDQ777903zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 8 July 2020

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2020-2060

zbMATH Keywords

Markov chain Monte Carloneural network

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

• An adaptive Metropolis algorithm
• Approximation and estimation bounds for artificial neural networks
• Approximation by superpositions of a sigmoidal function
• Evaluating Derivatives
• Handbook of Markov Chain Monte Carlo
• Inference from iterative simulation using multiple sequences
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov-chain Monte-Carlo methods and non-identifiabilities
• Monte Carlo sampling methods using Markov chains and their applications
• Optimal scaling for various Metropolis-Hastings algorithms.
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply

Cited in

(2)

• Machine learning meta-models for fast parameter identification of the lattice discrete particle model
• On Langevin Updating in Multilayer Perceptrons

Describes a project that uses

Uses Software

• DAISY
• CVODE

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