2 papers
math.NA2026
Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm
Qianyu Julie Zhu, Youssef Marzouk, Konstantinos Spiliopoulos +1
Irreversible perturbations accelerate the convergence of Langevin dynamics, breaking detailed balance while preserving the invariant measure. The design of optimal irreversible per…
stat.ME2024
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…