Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler

Alfredo Garbuno-Inigo, Franca Hoffmann, Wuchen Li, Andrew M. Stuart. Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler. SIAM J. Applied Dynamical Systems, 19(1):412-441, 2020. [doi]

@article{Garbuno-InigoHL20,
  title = {Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler},
  author = {Alfredo Garbuno-Inigo and Franca Hoffmann and Wuchen Li and Andrew M. Stuart},
  year = {2020},
  doi = {10.1137/19M1251655},
  url = {https://doi.org/10.1137/19M1251655},
  researchr = {https://researchr.org/publication/Garbuno-InigoHL20},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Applied Dynamical Systems},
  volume = {19},
  number = {1},
  pages = {412-441},
}