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20192025
most citedNote on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart

15 citations · 30 across the 6 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★ 15 cited

Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart

Nikolas Nüsken, Sebastian Reich

An interacting system of Langevin dynamics driven particles has been proposed for sampling from a given posterior density by Garbuno-Inigo, Hoffmann, Li and Stuart in Interacting L…