The shifted ODE method for underdamped Langevin MCMC.

James Foster Terry J. Lyons Harald Oberhauser

Published in: CoRR (2021)

Keyphrases

computational cost
preprocessing
cost function
experimental evaluation
high precision
high accuracy
support vector machine svm
clustering method
multiscale
prior knowledge
significant improvement
mathematical model
dynamic systems
data sets
parameter estimation
probabilistic model
feature extraction