Langevin dynamics

A Langevin dynamics is a stochastic optimization algorithm that is based on the mathematical modeling of the dynamics of molecular systems.

• AKA: LD, Langevin Monte Carlo algorithm----

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References

2015

• (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/Langevin_dynamics

2011

• (Neal, 2011) ⇒ Radford M. Neal (2011) "MCMC using Hamiltonian dynamics." Handbook of Markov Chain Monte Carlo 2

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