3 papers
math.ST2025
Rebalancing Markov jump processes for non-reversible continuous-time sampling
Erik Jansson, Moritz Schauer, Ruben Seyer +1
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Althoug…
math.PR2025
Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
Axel Ringh, Akash Sharma
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that…
math.OC2025
Controlled stochastic processes for simulated annealing
Vincent Molin, Axel Ringh, Moritz Schauer +1
Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However…