Accelerating Convergence of Langevin Dynamics via Adaptive Irreversible Perturbations

Accelerating Convergence of Langevin Dynamics via Adaptive Irreversible Perturbations

Irreversible perturbations in Langevin dynamics have been widely recognized for their role in accelerating convergence in simulations of multi-modal distributions <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mr...

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Bibliographic Details
Main Authors: Zhenqing Wu, Zhejun Huang, Sijin Wu, Ziying Yu, Liuxin Zhu, Lili Yang
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Mathematics
Subjects:
adaptive irreversible perturbations
Langevin dynamics
Markov chain Monte Carlo
Online Access:https://www.mdpi.com/2227-7390/12/1/118

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https://www.mdpi.com/2227-7390/12/1/118

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