Interacting Langevin Diffusions: Gradient Structure And Ensemble Kalman Sampler

Alfredo Garbuno-Iñigo, Franca Hoffmann, Wuchen Li, Andrew M. Stuart

Type: Preprint

Publication Date: 2019-03-21

Citations: 8

Locations

arXiv (Cornell University) - View

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Works Cited by This (72)

Action	Title	Year	Authors
+	Gradient Flows: In Metric Spaces and in the Space of Probability Measures	2005	Luigi Ambrosio Nicola Gigli Giuseppe Savaré
+	Statistical and Computational Inverse Problems	2005	Jari P. Kaipio Erkki Somersalo
+ PDF Chat	Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods	2011	Mark Girolami Ben Calderhead
+	Regularization of Inverse Problems	1996	Heinz W. Engl Martin Hanke Andreas B. Neubauer
+	Topics in propagation of chaos	1991	Alain‐Sol Sznitman
+	SPDE limits of the random walk Metropolis algorithm in high dimensions	2009	Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart
+	Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations	1998	José A. Carrillo Giuseppe Toscani
+	Geometric integration using discrete gradients	1999	Robert I. McLachlan G. Quispel Nicolas Robidoux
+	Optimal scaling of Metropolis algorithms: Heading toward general target distributions	2008	Mylène Bédard Jeffrey S. Rosenthal
+	Time integration and discrete Hamiltonian systems	1996	Ó. González