Consensus-based sampling
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target distribution and (ii) optimizing a given objective function. The...
| Main Authors: | , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2022
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