The shifted ODE method for underdamped Langevin MCMC

The shifted ODE method for underdamped Langevin MCMC

In this paper, we consider the underdamped Langevin diffusion (ULD) and propose a numerical approximation using its associated ordinary differential equation (ODE). When used as a Markov Chain Monte Carlo (MCMC) algorithm, we show that the ODE approximation achieves a 2-Wasserstein error of ε in O(d...

書目詳細資料
Main Authors:	Foster, J, Lyons, T, Oberhauser, H
格式:	Internet publication
語言:	English
出版:	2021

相似書籍

Novel anomalous diffusion phenomena of underdamped Langevin equation with random parameters
由: Yao Chen, et al.
出版: (2021-01-01)

From the Underdamped Generalized Elastic Model to the Single Particle Langevin Description
由: Alessandro Taloni
出版: (2017-01-01)

MCMC Techniques for Parameter Estimation of ODE Based Models in Systems Biology
由: Gloria I. Valderrama-Bahamóndez, et al.
出版: (2019-11-01)

Underdamped vortex flow devices
由: Duwel, Amy E. (Amy Elizabeth)
出版: (2007)

Traveling Waves in the Underdamped Frenkel–Kontorova Model
由: Hengyan Li, et al.
出版: (2018-01-01)

Coherent Exciton Dynamics in the Presence of Underdamped Vibrations
由: Wang, Chen, et al.
出版: (2017)

Informative Order-Reduction of Underdamped Third-Order Systems
由: Saher Albatran, et al.
出版: (2021-01-01)

The Stochastic Resonance Phenomenon of Different Noises in Underdamped Bistable System
由: Shan Yang, et al.
出版: (2021-01-01)

Reliability and Operation Cost of Underdamped Memories during Cyclic Erasures
由: Salambô Dago, et al.
出版: (2024-02-01)

An analog circuit experiment on vibrational resonance of an underdamped bistable system
由: Jiangling Liu, et al.
出版: (2022-08-01)

Experimental evaluation of viscous damping coefficient in the fractional underdamped oscillator
由: JE Escalante-Martínez, et al.
出版: (2016-04-01)

Variational MCMC
由: de Freitas, N, et al.
出版: (2001)

"Hey, that's not an ODE": faster ODE adjoints with 12 lines of code
由: Kidger, P, et al.
出版: (2021)

Limit theorems for sequential MCMC methods
由: Finke, A, et al.
出版: (2020)

Controlling transport of underdamped particles in two-dimensional driven Bravais lattices
由: Aritra K. Mukhopadhyay, et al.
出版: (2020-03-01)

Thermodynamic uncertainty relation for underdamped dynamics driven by time-dependent protocols
由: Chulan Kwon, et al.
出版: (2022-01-01)

Engineered swift equilibration for Brownian objects: from underdamped to overdamped dynamics
由: Marie Chupeau, et al.
出版: (2018-01-01)

Stochastic Resonance in an Underdamped System with Pinning Potential for Weak Signal Detection
由: Haibin Zhang, et al.
出版: (2015-08-01)

A Periodic Potential Underdamped Stochastic Resonance Method and Its Application for Gear Fault Diagnosis
由: Zhixing Li, et al.
出版: (2019-01-01)

Optimal thinning of MCMC output
由: Riabiz, M, et al.
出版: (2022)

Critical current for an insulating regime of an underdamped current-biased topological Josephson junction
由: Aleksandr E. Svetogorov, et al.
出版: (2020-09-01)

An Improved Underdamped Asymmetric Bistable Stochastic Resonance Method and its Application for Spindle Bearing Fault Diagnosis
由: Ping Xia, et al.
出版: (2020-01-01)

Dimension-independent likelihood-informed MCMC
由: Law, Kody J.H., et al.
出版: (2018)

On the Parallelization of MCMC for Community Detection
由: Wanye, Frank, et al.
出版: (2023)

Model selection by MCMC computation
由: Andrieu, C, et al.
出版: (2001)

An introduction to MCMC for machine learning
由: Andrieu, C, et al.
出版: (2003)

Fast Compression of MCMC Output
由: Nicolas Chopin, et al.
出版: (2021-08-01)

Revisiting Bayesian Autoencoders With MCMC
由: Rohitash Chandra, et al.
出版: (2022-01-01)

Adaptive MCMC with Bayesian Optimization
由: Mahendran, N, et al.
出版: (2012)

An Introduction to MCMC for Machine Learning
由: Andrieu, C, et al.
出版: (2003)

An MCMC approach to classical estimation
由: Chernozhukov, Victor, et al.
出版: (2011)

MCMC diminta sedia laporan
由: Ali, Suraya
出版: (2023)

Complexity analysis of accelerated MCMC methods for Bayesian inversion
由: Hoang, Viet Ha., et al.
出版: (2014)

Robust QRS complex detection in noisy electrocardiogram based on underdamped periodic stochastic resonance
由: Zheng Guo, et al.
出版: (2023-09-01)

Memory of elastic collisions drives high minority spin and oscillatory entropy in underdamped chiral spinners
由: Shengkai Li, et al.
出版: (2024-04-01)

Friction-Identification of Harmonic Drive Joints Based on the MCMC Method
由: Qi Wang, et al.
出版: (2022-01-01)

Study of the Characteristics of Second-Order Underdamped Unsaturated Stochastic Resonance System Driven by OFDM Signals
由: Gaohui Liu, et al.
出版: (2024-12-01)

Five varsities get MCMC grants
由: The Sun,
出版: (2014)

Casa MCMC: Buenos Aires, Argentina
由: Mariano Clusellas, et al.
出版: (2010-08-01)

MCMC approach to modelling queuing systems
由: Mantas Landauskas, et al.
出版: (2010-12-01)