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]

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