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math.NA2025
Improving sampling efficacy on high dimensional distributions with thin high density regions using Conservative Hamiltonian Monte Carlo
Geoffrey McGregor, Andy T. S. Wan
Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applica…
math.NA2024
Fully discrete energy-dissipative and conservative discrete gradient particle methods for a class of continuity equations
Jingwei Hu, Samuel Q. Van Fleet, Andy T. S. Wan
Structure-preserving particle methods have recently been proposed for a class of nonlinear continuity equations, including aggregation-diffusion equation in [J. Carrillo, K. Craig,…