Pages that link to "Item:Q1353419"
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The following pages link to Exponential convergence of Langevin distributions and their discrete approximations (Q1353419):
Displayed 50 items.
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates (Q2075323) (← links)
- Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics (Q2080357) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Plateau proposal distributions for adaptive component-wise multiple-try metropolis (Q2098289) (← links)
- Automatic zig-zag sampling in practice (Q2103992) (← links)
- Bayesian learning via neural Schrödinger-Föllmer flows (Q2104005) (← links)
- Calibrate, emulate, sample (Q2123875) (← links)
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
- Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (Q2137002) (← links)
- Oracle lower bounds for stochastic gradient sampling algorithms (Q2137007) (← links)
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (Q2137032) (← links)
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference (Q2137043) (← links)
- Dynamic polymers: invariant measures and ordering by noise (Q2139999) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Constrained ensemble Langevin Monte Carlo (Q2148951) (← links)
- Penalised t-walk MCMC (Q2156821) (← links)
- Ergodicity of the infinite swapping algorithm at low temperature (Q2157335) (← links)
- Variance bounding of delayed-acceptance kernels (Q2157432) (← links)
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Q2159413) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- On sampling from a log-concave density using kinetic Langevin diffusions (Q2174987) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets (Q2195556) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case (Q2214233) (← links)
- Controlled sequential Monte Carlo (Q2215764) (← links)
- Wavelet-based priors accelerate maximum-a-posteriori optimization in Bayesian inverse problems (Q2218822) (← links)
- Informed reversible jump algorithms (Q2233560) (← links)
- From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations (Q2236667) (← links)
- Proposals which speed up function-space MCMC (Q2252357) (← links)
- The tamed unadjusted Langevin algorithm (Q2274251) (← links)
- Diffusion maps tailored to arbitrary non-degenerate Itô processes (Q2278457) (← links)
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028) (← links)
- Hitting time and convergence rate bounds for symmetric Langevin diffusions (Q2283681) (← links)
- Stochastic seismic waveform inversion using generative adversarial networks as a geological prior (Q2284094) (← links)
- Measuring sample quality with diffusions (Q2286455) (← links)
- Non-asymptotic guarantees for sampling by stochastic gradient descent (Q2290072) (← links)
- The Bayesian update: variational formulations and gradient flows (Q2297229) (← links)
- Iterative construction of Gaussian process surrogate models for Bayesian inference (Q2301102) (← links)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- Bayesian inference with subset simulation: strategies and improvements (Q2310696) (← links)
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula (Q2312685) (← links)
- Non-stationary phase of the MALA algorithm (Q2315120) (← links)
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343) (← links)
- On the geometric ergodicity of Hamiltonian Monte Carlo (Q2325354) (← links)
- Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
- Hybrid Monte Carlo methods for sampling probability measures on submanifolds (Q2326372) (← links)
- Control variates for stochastic gradient MCMC (Q2329787) (← links)