TY - JOUR AB - In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics. We show that appropriate choices of the perturbations can lead to samplers that have improved properties, at least in terms of reducing the asymptotic variance. We present a detailed analysis of the new Langevin sampler for Gaussian target distributions. Our theoretical results are supported by numerical experiments with non-Gaussian target measures. AU - Duncan,AB AU - Nusken,N AU - Pavliotis,GA DO - 10.1007/s10955-017-1906-8 EP - 1131 PY - 2017/// SN - 1572-9613 SP - 1098 TI - Using perturbed underdamped langevin dynamics to efficiently sample from probability distributions T2 - Journal of Statistical Physics UR - http://dx.doi.org/10.1007/s10955-017-1906-8 UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000415377700004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202 UR - http://hdl.handle.net/10044/1/63415 VL - 169 ER -