Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2020
Source ID
10.1137/19m1251655

Entities

People

  • Alfredo Garbuno-Iñigo
  • Andrew M. Stuart
  • Franca Hoffmann
  • Wuchen Li

Organizations

  • Air Force Office of Scientific Research
  • Division of Atmospheric and Geospace Sciences
  • National Science Foundation Division of Mathematical Sciences