Accelerated Diffusion-Based Sampling by the Non-Reversible Dynamics with Skew-Symmetric Matrices

This work proposed a novel ensemble Monte Carlo sampling scheme by using the non-reversible technique.

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Outline

• We propose a acceleration method for diffusion based Monte Carlo methods using a perturbation with skew-symmetric matrices.
• We theoretically and numerically analyze acceleration focusing on how the skew-symmetric matrix perturbs the Hessian matrix of potential functions.