Hadamard Langevin dynamics supplies a smooth nonconvex reparameterization of the l1-prior that exactly preserves the posterior marginal together with the first rigorous existence, uniqueness, ergodicity, and discretization-convergence theory for the resulting diffusion.
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Diffusion bridges fitted to Ayu fish counts show daily migration is less randomized and intermittent than intraday migration via distinct Feller indices.
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Hadamard Langevin dynamics for sampling the l1-prior
Hadamard Langevin dynamics supplies a smooth nonconvex reparameterization of the l1-prior that exactly preserves the posterior marginal together with the first rigorous existence, uniqueness, ergodicity, and discretization-convergence theory for the resulting diffusion.