22 citations · 45 across the 8 of their papers we have counts for
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stat.ME2023
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong in…
stat.ME2021
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
We introduce a novel geometry-informed irreversible perturbation that accelerates convergence of the Langevin algorithm for Bayesian computation. It is well documented that there e…