3 papers
math.NA2026
Multimodal sampling via Schrödinger-Föllmer samplers with temperatures
Xiaojie Wang, Xiaoyan Zhang
Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and m…
math.ST2026
Accelerated Schrödinger-Föllmer samplers
Haotian Lin, Xiaojie Wang, Xiaoyan Zhang
Sampling is a fundamental algorithmic task in wide-ranging applications across multiple disciplines such as scientific computing, statistics and machine learning. In this paper, an…
math.NA2025
Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…