Second order ensemble Langevin method for sampling and inverse problems

DOI10.4310/CMS.250517001811MaRDI QIDQ6931174zbMATH OpenFDO

Authors Ziming Liu, A. M. Stuart, Yixuan Wang

Publication date 11 September 2025

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

samplingnonlinear Fokker-Planck equationmean-field modelshybrid Monte CarloBayesian inverse problemsensemble methodsecond order Langevin equation

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

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