Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions
In this paper we introduce and analyse Langevin samplers that consist of perturbations of...
Duncan, A.B., Nüsken, N. and Pavliotis, G.A., 2017. Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions. Journal of Statistical Physics , 169 (6), pp.1098-1131.