Choice of Damping Coefficient in Langevin Dynamics

2021/06/22 by Robert D. Skeel, Skeel, Robert D., Carsten Hartmann +1
Mathematics · #65C05 #82M37 #Computation (stat.CO) #FOS: Computer and information sciences #msc:65C05 #msc:82M37 #stat.CO

paper · pdf · doi:10.48550/arxiv.2106.11597

21 pages, 6 figures

arxiv created 2021/06/22 · arxiv updated 2021/06/23

Abstract

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of measures of sampling thoroughness.

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