HYPOCOERCIVITY PROPERTIES OF ADAPTIVE LANGEVIN DYNAMICS

Leimkuhler, B; Sachs, M; Stoltz, G

Leimkuhler, B (corresponding author), Univ Edinburgh, Sch Math, Edinburgh EH9 3JZ, Midlothian, Scotland.

SIAM JOURNAL ON APPLIED MATHEMATICS, 2020; 80 (3): 1197

Abstract

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient i......

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