Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization (Q2682367): Difference between revisions

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+Laplace's method revisited: Weak convergence of probability measures
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+Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
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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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+The tamed unadjusted Langevin algorithm
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+User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
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+Higher order Langevin Monte Carlo algorithm
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+Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
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+Reflection couplings and contraction rates for diffusions
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+Optimal portfolio selection and dynamic benchmark tracking
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+Graphical Models, Exponential Families, and Variational Inference
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+A useful theorem for nonlinear devices having Gaussian inputs
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+On fixed gain recursive estimators with discontinuity in the parameters
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