Accelerating diffusions
Work
Year: 2005
Type: article
Abstract: Let U be a given function defined on ℝd and π(x) be a density function proportional to exp−U(x). The following diffusion X(t) is often used to sample from π(x), $$dX(t)=-\nabla U(X(t))\,dt+\sqrt{2}\,d... more
Institution Academia Sinica
Cites: 21
Cited by: 108
Related to: 10
FWCI:
Citation percentile (by year/subfield): 91.13
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze