scientific article; zbMATH DE number 7415079
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Publication:5159403
Robert Salomone, Fred Roosta, Liam Hodgkinson
Publication date: 27 October 2021
Full work available at URL: https://arxiv.org/abs/1903.12322
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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- A weak trapezoidal method for a class of stochastic differential equations
- Stability of partially implicit Langevin schemes and their MCMC variants
- Improved bounds on sample size for implicit matrix trace estimators
- Exponential convergence of Langevin distributions and their discrete approximations
- Local linearization method for the numerical solution of stochastic differential equations
- Optimal scaling for various Metropolis-Hastings algorithms.
- Geometric ergodicity of discrete-time approximations to multivariate diffusions
- Sub-sampled Newton methods
- Linear and nonlinear optimization
- Newton-type methods for non-convex optimization under inexact Hessian information
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Proximal Markov chain Monte Carlo algorithms
- Zur Umkehrbarkeit der statistischen Naturgesetze
- Proximal Splitting Methods in Signal Processing
- Probability for Statistics and Machine Learning
- Numerical Methods for Evolutionary Differential Equations
- Markov Chains and Stochastic Stability
- Monotone Operators and the Proximal Point Algorithm
- Population correlation matrices for sampling experiments
- Kernel Mean Embedding of Distributions: A Review and Beyond
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- An Introduction to Numerical Analysis
- Weak backward error analysis for overdamped Langevin processes
- Monte Carlo sampling methods using Markov chains and their applications
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
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