Higher order Langevin Monte Carlo algorithm (Q2326072): Difference between revisions

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+The tamed unadjusted Langevin algorithm
@@ Property / cites work: The tamed unadjusted Langevin algorithm / rank @@
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+Analysis and Geometry of Markov Diffusion Operators
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+Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
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+Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
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+User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
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+High-dimensional Bayesian inference via the unadjusted Langevin algorithm
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+Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
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+Q2743963
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+Evaluating higher derivative  tensors  by forward propagation  of univariate Taylor series
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+Evaluating Derivatives
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
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+Q2896018
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
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+Markov Chains and Stochastic Stability
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+Introductory lectures on convex optimization. A basic course.
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+Q3308802
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+Exponential convergence of Langevin distributions and their discrete approximations
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+A note on tamed Euler approximations
@@ Property / cites work: A note on tamed Euler approximations / rank @@
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+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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+On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
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+Optimal Transport
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+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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