Langevin Diffusion for Population Based Sampling with an Application in Bayesian Inference for Pharmacodynamics

DOI10.1137/16M1107401zbMath1390.62031arXiv1610.05660MaRDI QIDQ4641605

Petros Koumoutsakos, P. E. Hadjidoukas, Panagiotis Angelikopoulos, Daniel Wälchli, Georgios Arampatzis, Stephen Wu

Publication date: 18 May 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.05660

zbMATH Keywords

pharmacodynamics; Bayesian inference; Langevin diffusion; population based sampling

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F15: Bayesian inference

62D05: Sampling theory, sample surveys

Uses Software

• CMA-ES
• ABC-SubSim
• Pi4U