Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler (Q5109769)
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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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0.8131492733955383
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0.8042448163032532
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0.7856170535087585
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0.7845327854156494
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0.7826446294784546
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