30 citations · 36 across the 12 of their papers we have counts for
4 papers · 1 filter
Improving sampling by modifying the effective diffusion
Tony Lelièvre, Régis Santet, Gabriel Stoltz
Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics liter…
Optimizing the diffusion coefficient of overdamped Langevin dynamics
Tony Lelièvre, Grigorios A. Pavliotis, Geneviève Robin +2
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones ap…
An Application of Reduced Basis Methods to Core Computation in APOLLO3
Yonah Conjungo Taumhas, Geneviève Dusson, Virginie Ehrlacher +2
In the aim of reducing the computational cost of the resolution of parameter-dependent eigenvalue problems, a model order reduction (MOR) procedure is proposed. We focus on the cas…
Efficiency of the Wang-Landau algorithm: a simple test case
G. Fort, B. Jourdain, E. Kuhn +2
We analyze the efficiency of the Wang-Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is…