Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C70
@@ Property / Mathematics Subject Classification ID: 82C70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6728592
@@ Property / zbMATH DE Number: 6728592 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Langevin dynamics
@@ Property / zbMATH Keywords: Langevin dynamics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong error estimates
@@ Property / zbMATH Keywords: strong error estimates / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Euler-Maruyama discretization
@@ Property / zbMATH Keywords: Euler-Maruyama discretization / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963092257
@@ Property / OpenAlex ID: W2963092257 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04905
@@ Property / arXiv ID: 1505.04905 / rank @@
+Normal rank
@@ Property / cites work @@
+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
+Normal rank
@@ Property / cites work @@
+Metropolis Integration Schemes for Self-Adjoint Diffusions
+Normal rank
@@ Property / cites work @@
+Nonasymptotic mixing of the MALA algorithm
@@ Property / cites work: Nonasymptotic mixing of the MALA algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise accuracy and ergodicity of metropolized integrators for SDEs
+Normal rank
@@ Property / cites work @@
+A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
+Normal rank
@@ Property / cites work @@
+Fast Langevin based algorithm for MCMC in high dimensions
+Normal rank
@@ Property / cites work @@
+Error analysis of the transport properties of Metropolized schemes
+Normal rank
@@ Property / cites work @@
+Q4718242
@@ Property / cites work: Q4718242 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
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+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
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+Monte Carlo sampling methods using Markov chains and their applications
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+The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
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+Q3560913
@@ Property / cites work: Q3560913 / rank @@
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+Partial differential equations and stochastic methods in molecular dynamics
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Equation of State Calculations by Fast Computing Machines
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+Q4826106
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+Optimum Monte-Carlo sampling using Markov chains
@@ Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank @@
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+Error analysis of modified Langevin dynamics
@@ Property / cites work: Error analysis of modified Langevin dynamics / rank @@
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+Exponential convergence of Langevin distributions and their discrete approximations
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+Q4340161
@@ Property / cites work: Q4340161 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:530090