38 citations · 87 across the 11 of their papers we have counts for
4 papers · 1 filter
The Fenchel Game of Underdamped Langevin Dynamics: Insights into Accelerated Convergence
Alexandra Borkowski, Nikolas Nüsken
For governed by suitably damped underdamped Langevin dynamics, we quantify the convergence in KL divergence of the positional marginal to a -strongly log-concave tar…
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
Michele Coghi, Torstein Nilssen, Nikolas Nüsken +1
Motivated by the challenge of incorporating data into misspecified and multiscale dynamical models, we study a McKean-Vlasov equation that contains the data stream as a common driv…
Constructing sampling schemes via coupling: Markov semigroups and optimal transport
N. Nuesken, G. A. Pavliotis
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewi…
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions
A. B. Duncan, N. Nuesken, G. A. Pavliotis
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invari…