Q5053262 (Q5053262): Difference between revisions

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+High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs
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+Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
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+A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators
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+Word combinatorics for stochastic differential equations: splitting integrators
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+Randomized Hamiltonian Monte Carlo
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+Geometric integrators and the Hamiltonian Monte Carlo method
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+Handbook of Markov Chain Monte Carlo
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+Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
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+Complexity of randomized algorithms for underdamped Langevin dynamics
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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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+On sampling from a log-concave density using kinetic Langevin diffusions
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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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+Q5381127
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+Couplings and quantitative contraction rates for Langevin dynamics
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+Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems
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+Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
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+Q3550030
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+Exponential integrators
@@ Property / cites work: Exponential integrators / rank @@
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+Q5159403
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+Q4004325
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+Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
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+Rational Construction of Stochastic Numerical Methods for Molecular Sampling
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+Molecular dynamics. With deterministic and stochastic numerical methods
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+Adaptive Thermostats for Noisy Gradient Systems
@@ Property / cites work: Adaptive Thermostats for Noisy Gradient Systems / rank @@
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+Partial differential equations and stochastic methods in molecular dynamics
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+Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
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+Nonasymptotic bounds for sampling algorithms without log-concavity
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+Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
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+Splitting methods
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+Q4826106
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+Computing ergodic limits for Langevin equations
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+High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
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+Q4998932
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+Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
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+Exponential convergence of Langevin distributions and their discrete approximations
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+Markov Chain Monte Carlo and Numerical Differential Equations
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+Contractivity of Runge--Kutta Methods for Convex Gradient Systems
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+The Connections Between Lyapunov Functions for Some Optimization Algorithms and Differential Equations
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+Q5230045
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+Ergodicity of dissipative differential equations subject to random impulses
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+Q4938348
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+Postprocessed Integrators for the High Order Integration of Ergodic SDEs
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+(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics
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