DOC: ATTAINING THE OPTIMAL GAUSSIAN DIFFUSION ACCELERATION


Sampling from probability distributions in high dimensional spaces is generally impractical. Diffusion processes with invariant equilibrium distributions can be used as a means to generate approximations. An important task in such an endeavor is to design an equilibrium-preserving drift to accelerate the convergence... Document/File: .pdf, filesize: n/a. Filetype: pdf. Filename: attaining-the-optimal-gaussian-diffusion-acceleration. Title: Attaining the Optimal Gaussian Diffusion Acceleration. 2014.

 

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  • Source: www4_dot_ncsu_dot_edu
  •   Date Archived: 2017-05-27
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