108 citations
- University of Wisconsin–MadisonUS38 papers
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Showing 2019 · math.NAShow all
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math.NA2019★ 38 cited
Ensemble Kalman Sampler: mean-field limit and convergence analysis
Zhiyan Ding, Qin Li
Ensemble Kalman Sampler (EKS) is a method to find approximately samples from a target distribution. As of today, why the algorithm works and how it converges is mostly unk…
math.NA2019★ 31 cited
Dynamical low-rank integrator for the linear Boltzmann equation: error analysis in the diffusion limit
Zhiyan Ding, Lukas Einkemmer, Qin Li
Dynamical low-rank algorithms are a class of numerical methods that compute low-rank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low…