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SUMMARY:SDE sampling algorithms for bounded domains\, constraints and nois
 y gradients - Benedict Leimkuhler (University of Edinburgh)
DTSTART:20230426T103000Z
DTEND:20230426T113000Z
UID:TALK198427@talks.cam.ac.uk
DESCRIPTION:I will discuss sampling procedures based on discretized stocha
 stic differential equations for a wide range of applications in physical m
 odelling and data science. In this talk I will cover accurate weak approxi
 mation methods for domains with boundary and constraint manifolds. I will 
 also discuss the problem of sampling systems driven by noisy gradients\, a
 s arise in many Bayesian inversion problems.
LOCATION:Seminar Room 1\, Newton Institute
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