Schrödinger-Föllmer Sampler
Huang J, Jiao Y, Kang L, Liao X, Liu J, Liu Y. Schrödinger-Föllmer Sampler. IEEE Transactions On Information Theory 2024, 71: 1283-1299. DOI: 10.1109/tit.2024.3522494.Peer-Reviewed Original ResearchNon-asymptotic error boundsEuler–Maruyama discretizationMarkov chain Monte Carlo methodsEuler–MaruyamaUnit intervalError boundsWasserstein distancePosterior distributionSampling distributionNumerical experimentsUnnormalized distributionsTarget distributionMonte Carlo methodMachine learningProbability distributionBayesian inferenceDegenerate formErgodicityDiffusion processCarlo methodTheoretical analysisInferenceBoundsSFSWasserstein