Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
We study the convergence to equilibrium of the mean field PDE associated with the derivative-free methodologies for solving inverse problems that are presented by Garbuno-Inigo et al (2020 SIAM J. Appl. Dyn. Syst. 19 412–41), Herty and Visconti (2018 arXiv:1811.09387). We show stability estimates in...
Main Authors: | , |
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Format: | Journal article |
Language: | English |
Published: |
IOP Publishing
2021
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