langevin algorithms
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Gaussian Approximations of SDES in Metropolis-Adjusted Langevin Algorithms

10.1109/mlsp52302.2021.9596301 ◽

2021 ◽

Author(s):

Simo Sarkka ◽

Christos Merkatas ◽

Toni Karvonen

Keyword(s):

Langevin Algorithms

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Particle Metropolis-adjusted Langevin algorithms

Biometrika ◽

10.1093/biomet/asw020 ◽

2016 ◽

Vol 103 (3) ◽

pp. 701-717 ◽

Cited By ~ 7

Author(s):

Christopher Nemeth ◽

Chris Sherlock ◽

Paul Fearnhead

Keyword(s):

Langevin Algorithms

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Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification

Journal of Computational Physics ◽

10.1016/j.jcp.2006.03.012 ◽

2006 ◽

Vol 217 (1) ◽

pp. 123-142 ◽

Cited By ~ 33

Author(s):

P. Dostert ◽

Y. Efendiev ◽

T.Y. Hou ◽

W. Luo

Keyword(s):

Data Integration ◽

Uncertainty Quantification ◽

Dynamic Data ◽

Langevin Algorithms

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Long-Time Behaviour of Langevin Algorithms with Time-dependent Energy Function

Mathematische Nachrichten ◽

10.1002/mana.19951720111 ◽

1995 ◽

Vol 172 (1) ◽

pp. 127-143

Author(s):

Gabriele Grillo

Keyword(s):

Energy Function ◽

Time Dependent ◽

Time Behaviour ◽

Long Time Behaviour ◽

Long Time ◽

Langevin Algorithms

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Logarithmic Sobolev inequalities and Langevin algorithms inRn

Stochastic Analysis and Applications ◽

10.1080/07362999408809354 ◽

1994 ◽

Vol 12 (3) ◽

pp. 309-328 ◽

Cited By ~ 2

Author(s):

Gabriele Grillo

Keyword(s):

Sobolev Inequalities ◽

Logarithmic Sobolev Inequalities ◽

Langevin Algorithms

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Exact Langevin algorithms

Molecular Physics ◽

10.1080/00268979200102131 ◽

1992 ◽

Vol 76 (6) ◽

pp. 1347-1357 ◽

Cited By ~ 15

Author(s):

B. Mehlig ◽

D.W. Heermann ◽

B.M. Forrest

Keyword(s):

Langevin Algorithms

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Comparison of exact hybrid and Langevin algorithms for QCD with Kogut-Susskind fermions

Physical Review D ◽

10.1103/physrevd.44.3254 ◽

1991 ◽

Vol 44 (10) ◽

pp. 3254-3257

Author(s):

Alessandro Vaccarino

Keyword(s):

Langevin Algorithms

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Langevin algorithms for spin models

Physics Letters B ◽

10.1016/0370-2693(91)90417-o ◽

1991 ◽

Vol 254 (1-2) ◽

pp. 177-184 ◽

Cited By ~ 11

Author(s):

S.M. Catterall ◽

I.T. Drummond ◽

R.R. Horgan

Keyword(s):

Spin Models ◽

Langevin Algorithms

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