Optimizing the diffusion coefficient of overdamped Langevin dynamics
From MaRDI portal
Cites work
- Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
- Accelerating diffusions
- Accelerating Gaussian diffusions
- Adaptive proposal distribution for random walk Metropolis algorithm
- An adaptive Metropolis algorithm
- An improved annealing method and its large-time behavior
- Analysis and geometry of Markov diffusion operators
- Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers
- Asymptotic analysis for periodic structures
- Convergence speed and approximation accuracy of numerical MCMC
- Elliptic partial differential equations of second order
- Ensemble preconditioning for Markov chain Monte Carlo simulation
- Ensemble samplers with affine invariance
- Equation of state calculations by fast computing machines
- Error analysis of the transport properties of metropolized schemes
- Exponential convergence of Langevin distributions and their discrete approximations
- Fastest Mixing Markov Chain on a Graph
- Fastest mixing Markov chain on graphs with symmetries
- Free energy computations. A mathematical perspective
- From microphysics to macrophysics. Methods and applications of statistical physics. II. Translated from the French by D. ter Haar.
- Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
- Homogenization theory for multiscale problems
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 3533576 (Why is no real title available?)
- scientific article; zbMATH DE number 6789886 (Why is no real title available?)
- scientific article; zbMATH DE number 5044570 (Why is no real title available?)
- scientific article; zbMATH DE number 967931 (Why is no real title available?)
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
- Improving the convergence of reversible samplers
- Irreversible Langevin samplers and variance reduction: a large deviations approach
- JuMP: a modeling language for mathematical optimization
- Langevin diffusions and Metropolis-Hastings algorithms
- Large-Scale Optimization of Eigenvalues
- Log-concavity and strong log-concavity: a review
- Materials with prescribed constitutive parameters: An inverse homogenization problem
- Molecular dynamics. With deterministic and stochastic numerical methods
- Monte Carlo sampling methods using Markov chains and their applications
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Optimal friction matrix for underdamped Langevin sampling
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- Optimum composite material design
- Partial differential equations and stochastic methods in molecular dynamics
- Perturbation theory for Markov chains via Wasserstein distance
- Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
- Remarks on decay of correlations and Witten Laplacians Brascamp-Lieb inequalities and semiclassical limit
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Shape and topology optimization for periodic problems. II: Optimization algorithm and numerical examples
- Shape optimization by the homogenization method
- Split Hamiltonian Monte Carlo revisited
- Statistical mechanics: theory and molecular simulation.
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- The Asymptotic Efficiency of Simulation Estimators
- The Bayesian Choice
- The mirror Langevin algorithm converges with vanishing bias
- Topology optimization of modulated and oriented periodic microstructures by the homogenization method
- Tuning diagonal scale matrices for HMC
- Unbiasing Hamiltonian Monte Carlo algorithms for a general Hamiltonian function
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
- Variance reduction using nonreversible Langevin samplers
- Weighted Sobolev spaces
This page was built for publication: Optimizing the diffusion coefficient of overdamped Langevin dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7228657)
