140 citations · 358 across the 7 of their papers we have counts for
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math.NA2019
Affine invariant interacting Langevin dynamics for Bayesian inference
Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property…
math.DS2019★ 2 cited
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,…