Langevin dynamics with fast perturbation driven by Stratonovich noise for enhancing probability measure sampling
We propose a perturbation of Langevin dynamics for enhancing the sampling from probability measures in, possibly, high dimensional spaces. Precisely, by perturbing Langevin dynamics by a suitable Stratonovich noise that…
15-05-202415-05-2024With: Gilles Vilmart (Uni Geneva)
Place and room: Bernoulli center
Category: Conferences – Seminars