Stochastic gradient Hamiltonian Monte Carlo for non-convex learning (Q2137760): Difference between revisions

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+The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than $1/k^2$
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+On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
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+The geometric foundations of Hamiltonian Monte Carlo
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+Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
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+On fixed gain recursive estimators with discontinuity in the parameters
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+On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
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+Diffusion for Global Optimization in $\mathbb{R}^n $
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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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+Q5214185
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+Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
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+High-dimensional Bayesian inference via the unadjusted Langevin algorithm
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+Couplings and quantitative contraction rates for Langevin dynamics
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+Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
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+Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $
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+Nonstationary Markov chains and convergence of the annealing algorithm
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+Asymptotics of the spectral gap with applications to the theory of simulated annealing
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+Laplace's method revisited: Weak convergence of probability measures
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+Nonasymptotic bounds for sampling algorithms without log-concavity
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+Q3172405
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+Wasserstein Continuity of Entropy and Outer Bounds for Interference Channels
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+Speeding up MCMC by Delayed Acceptance and Data Subsampling
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