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math.DS2021
Consensus Based Sampling
J. A. Carrillo, F. Hoffmann, A. M. Stuart +1
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals:…
math.DS2021
Derivative-free Bayesian Inversion Using Multiscale Dynamics
G. A. Pavliotis, A. M. Stuart, U. Vaes
Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate,…