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)

Full work available at URL https://doi.org/10.4310/CMS.250517001811

zbMATH Keywords

Bayesian inverse problemsensemble methodhybrid Monte Carlomean-field modelsnonlinear Fokker-Planck equationsamplingsecond order Langevin equation

Mathematics Subject Classification ID

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

Cited in

(2)

• Inversions of stochastic processes from their ergodic measures of nonlinear SDEs
• Discrete to continuum limits in Bayesian inverse problems

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