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math.DS2021
Consensus Based Sampling
J. A. Carrillo, F. Hoffmann, A. M. Stuart +1
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:…
math.DS2019
Interacting Langevin Diffusions: Gradient Structure And Ensemble Kalman Sampler
Alfredo Garbuno-Inigo, Franca Hoffmann, Wuchen Li +1
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper,…