Accelerating Gaussian diffusions
From MaRDI portal
Publication:1308710
DOI10.1214/aoap/1177005371zbMath0780.60074OpenAlexW2038864393MaRDI QIDQ1308710
Publication date: 30 January 1994
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005371
Monte Carlo methodOrnstein-Uhlenbeck processconvergence rateimage analysisstability matrixreversible process
Monte Carlo methods (65C05) Computing methodologies for image processing (68U10) Diffusion processes (60J60) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Related Items
Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\). ⋮ Curl flux induced drift in stochastic differential equations in the zero-mass limit ⋮ Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula ⋮ Limit behavior of the invariant measure for Langevin dynamics ⋮ Variance reduction using nonreversible Langevin samplers ⋮ Long time behavior of Markov processes ⋮ On the asymptotic variance of reversible Markov chain without cycles ⋮ Accelerating reversible Markov chains ⋮ Improving the convergence of reversible samplers ⋮ Non-reversible Metropolis-Hastings ⋮ Thermalisation for small random perturbations of dynamical systems ⋮ Markov chain convergence: From finite to infinite ⋮ On multiple acceleration of reversible Markov chain ⋮ Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion ⋮ Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift ⋮ Optimal Variance Reduction for Markov Chain Monte Carlo ⋮ Accelerating Brownian motion on \(N\)-torus ⋮ On Irreversible Metropolis Sampling Related to Langevin Dynamics ⋮ Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence ⋮ Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations ⋮ The free energy principle made simpler but not too simple ⋮ Unnamed Item ⋮ Accelerating diffusion on compact Riemannian surfaces by incompressible drift ⋮ Speed up Zig-Zag ⋮ Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity ⋮ Strong invariance principles for ergodic Markov processes ⋮ Ensemble preconditioning for Markov chain Monte Carlo simulation ⋮ Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions ⋮ Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging ⋮ Interactive diffusions for global optimization ⋮ The behavior of the spectral gap under growing drift ⋮ Variance reduction for diffusions ⋮ A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure ⋮ A note on the asymptotic variance of drift accelerated diffusions ⋮ Dirichlet eigenvalue problems of irreversible Langevin diffusion ⋮ Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process ⋮ Partial differential equations and stochastic methods in molecular dynamics ⋮ Accelerating diffusions ⋮ Manifold Stochastic Dynamics for Bayesian Learning ⋮ Efficiency of finite state space Monte Carlo Markov chains ⋮ On some mixing times for nonreversible finite Markov chains ⋮ Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes ⋮ Attaining the optimal Gaussian diffusion acceleration ⋮ Measuring sample quality with diffusions ⋮ A function space HMC algorithm with second order Langevin diffusion limit ⋮ On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\) ⋮ Limit theorems for the zig-zag process ⋮ Characterising the nonequilibrium stationary states of Ornstein–Uhlenbeck processes ⋮ CLUSTERING PANEL DATA VIA PERTURBED ADAPTIVE SIMULATED ANNEALING AND GENETIC ALGORITHMS ⋮ Effective dynamics for non-reversible stochastic differential equations: a quantitative study ⋮ Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics ⋮ Irreversible samplers from jump and continuous Markov processes ⋮ Ergodicity of the zigzag process ⋮ NonReversible Sampling Schemes on Submanifolds
This page was built for publication: Accelerating Gaussian diffusions
