Fast replica exchange stochastic gradient Langevin dynamics

DOI10.1007/S00362-026-01896-XMaRDI QIDQ7389916zbMATH OpenFDO

Authors Guanxun Li, Guang Lin, Zecheng Zhang, Quan Zhou

Publication date 2026

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-026-01896-X

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Consistency and fluctuations for stochastic gradient Langevin dynamics
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
• Exponential convergence of Langevin distributions and their discrete approximations
• High-dimensional statistics. A non-asymptotic viewpoint
• Inverse problems: a Bayesian perspective
• Langevin diffusions and Metropolis-Hastings algorithms
• Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
• Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN
• On the infinite swapping limit for parallel tempering
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
• The pseudo-marginal approach for efficient Monte Carlo computations
• User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

This page was built for publication: Fast replica exchange stochastic gradient Langevin dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7389916)