Optimal friction matrix for underdamped Langevin sampling
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Publication:6181262
DOI10.1051/m2an/2023083arXiv2112.06844MaRDI QIDQ6181262
Tony Lelièvre, Grigorios A. Pavliotis, Nikolas Kantas, Unnamed Author
Publication date: 22 January 2024
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.06844
Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)
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