16 citations · 17 across the 11 of their papers we have counts for
3 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…
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…