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scientific article; zbMATH DE number 7626757

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7626757

Statements

scholarly article

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publication date

6 December 2022

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full work available at URL

https://arxiv.org/abs/2104.12384

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https://jmlr.csail.mit.edu/papers/v22/21-0453.html

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Markov chain Monte Carlo

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Langevin diffusion

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Bayesian inference

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numerical analysis of SDEs

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strong convergence

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Jesús María Sanz-Serna

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Konstantinos C. Zygalakis

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MaRDI profile type

MaRDI publication profile

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High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

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Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics

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A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators

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Word combinatorics for stochastic differential equations: splitting integrators

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Randomized Hamiltonian Monte Carlo

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Geometric integrators and the Hamiltonian Monte Carlo method

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Handbook of Markov Chain Monte Carlo

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Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

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Complexity of randomized algorithms for underdamped Langevin dynamics

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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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On sampling from a log-concave density using kinetic Langevin diffusions

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Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

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High-dimensional Bayesian inference via the unadjusted Langevin algorithm

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Couplings and quantitative contraction rates for Langevin dynamics

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Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems

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Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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Exponential integrators

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Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds

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Rational Construction of Stochastic Numerical Methods for Molecular Sampling

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Molecular dynamics. With deterministic and stochastic numerical methods

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Adaptive Thermostats for Noisy Gradient Systems

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Partial differential equations and stochastic methods in molecular dynamics

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Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints

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Nonasymptotic bounds for sampling algorithms without log-concavity

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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

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Splitting methods

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Computing ergodic limits for Langevin equations

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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion

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Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method

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Exponential convergence of Langevin distributions and their discrete approximations

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Markov Chain Monte Carlo and Numerical Differential Equations

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Contractivity of Runge--Kutta Methods for Convex Gradient Systems

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The Connections Between Lyapunov Functions for Some Optimization Algorithms and Differential Equations

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Ergodicity of dissipative differential equations subject to random impulses

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Postprocessed Integrators for the High Order Integration of Ergodic SDEs

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(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics

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Mathematics(1 entry)

mardi Publication:5053262

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