Accelerating diffusions

By C. Hwang, Shu-Yin Hwang-Ma, Shuenn-Jyi Sheu. 2005

139 citations recorded by the source corpus.

equality holds for C = 0. In other words, adding an extra drift, C ( x ), accelerates convergence. Related problems are also discussed.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/267e63930fe3e2b8fdcb98521fa4606302f125ac

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In Statistics and Probability

1. Julien Reygner
2. Freddy Bouchet

Citations in the corpus

• Generalisation of the Eyring–Kramers Transition Rate Formula to Irreversible Diffusion Processes (2015, background): “A means to do so [28, 29, 34] is to consider the stochastic differential equation dX t = −∇U(X t )dt+ J∇U(X t )dt+ √ 2ǫdWt, (2.”
• The free energy principle made simpler but not too simple (2022, unknown): “In brief, the mixing afforded by solenoidal flow can render gradient descent more efficient [112–116].”