Pages that link to "Item:Q2325343"
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The following pages link to High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343):
Displaying 50 items.
- Ensemble preconditioning for Markov chain Monte Carlo simulation (Q1702007) (← links)
- Normalizing constants of log-concave densities (Q1746544) (← links)
- Is there an analog of Nesterov acceleration for gradient-based MCMC? (Q2040101) (← links)
- Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics (Q2080357) (← links)
- Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials (Q2083423) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- Approximations of piecewise deterministic Markov processes and their convergence properties (Q2093693) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo (Q2108472) (← links)
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications (Q2117437) (← links)
- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations (Q2128624) (← links)
- Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (Q2137002) (← 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)
- Stochastic gradient Hamiltonian Monte Carlo for non-convex learning (Q2137760) (← links)
- Complexity of zigzag sampling algorithm for strongly log-concave distributions (Q2152554) (← 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)
- 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)
- High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion (Q2233568) (← links)
- On the limitations of single-step drift and minorization in Markov chain convergence analysis (Q2240862) (← links)
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028) (← links)
- Non-asymptotic guarantees for sampling by stochastic gradient descent (Q2290072) (← links)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula (Q2312685) (← links)
- Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression (Q2313288) (← links)
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343) (← links)
- Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
- Control variates for stochastic gradient MCMC (Q2329787) (← links)
- Quantitative contraction rates for Markov chains on general state spaces (Q2631852) (← links)
- Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
- Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems (Q2676921) (← links)
- Optimising portfolio diversification and dimensionality (Q2679246) (← links)
- Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization (Q2682367) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- (Q4998932) (← links)
- (Q5053193) (← links)
- (Q5053256) (← links)
- (Q5053262) (← links)
- On Irreversible Metropolis Sampling Related to Langevin Dynamics (Q5095483) (← links)
- Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach. Part II: Theoretical Analysis (Q5143323) (← links)
- (Q5149258) (← links)
- (Q5159403) (← links)
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
- (Q5214293) (← links)
- (Q5381127) (← links)
- Data-free likelihood-informed dimension reduction of Bayesian inverse problems (Q5859742) (← links)
- Statistical Finite Elements via Langevin Dynamics (Q5880613) (← links)
- Global Optimization via Schrödinger–Föllmer Diffusion (Q6057791) (← links)
