Adaptive Thermostats for Noisy Gradient Systems
نویسندگان
چکیده
منابع مشابه
Adaptive Thermostats for Noisy Gradient Systems | SIAM Journal on Scientific Computing | Vol. 38, NO. 2 | Society for Industrial and Applied Mathematics
We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to multiscale models, nonequilibrium molecular dynamics, and Bayesian sampling techniques arising in emerging machine learning applications. In addition to pro...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2016
ISSN: 1064-8275,1095-7197
DOI: 10.1137/15m102318x