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We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term.
An automatic method for finding the greatest or least value of a function
HoHo Rosenbrock · 1960
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Hybrid monte carlo
Simon Duane, Anthony D Kennedy, Brian J Pendleton, and Duncan Roweth · 1987
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Exponential convergence of langevin distributions and their discrete approximations
Gareth O Roberts and Richard L Tweedie · 1996
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The variational formulation of the fokker–planck equation
Richard Jordan, David Kinderlehrer, and Felix Otto · 1998
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Efficient Computation of Cosmic Microwave Background Anisotropies in Closed Friedmann-Robertson-Walker Models
A. Lewis, A. Challinor, and A. Lasenby · 2000
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