Multi-index antithetic stochastic gradient algorithm (Q6171790): Difference between revisions

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+Stochastic Gradient MCMC for State Space Models
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+Control variates for stochastic gradient MCMC
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+Central limit theorem for the multilevel Monte Carlo Euler method
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+On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
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+Unbiased multi-index Monte Carlo
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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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+General multilevel adaptations for stochastic approximation algorithms. II: CLTs
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+General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
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+Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
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+Fast Langevin based algorithm for MCMC in high dimensions
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+Reflection couplings and contraction rates for diffusions
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+Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
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+Quantitative contraction rates for Markov chains on general state spaces
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+Multi-level stochastic approximation algorithms
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+Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+Multilevel Nested Simulation for Efficient Risk Estimation
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+Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
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+Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+Multi-index Monte Carlo: when sparsity meets sampling
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+Q2933843
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+Laplace's method revisited: Weak convergence of probability measures
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+Unbiased Markov Chain Monte Carlo Methods with Couplings
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+Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient
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+Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing
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+Sampling can be faster than optimization
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+Nonasymptotic bounds for sampling algorithms without log-concavity
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+Stochastic Gradient Markov Chain Monte Carlo
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+Unbiased Estimation with Square Root Convergence for SDE Models
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+Iterative multilevel particle approximation for McKean-Vlasov SDEs
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+Q2810765
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+Optimal Transport
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+(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics
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+Langevin diffusions and the Metropolis-adjusted Langevin algorithm
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+Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization
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