Laplace's method revisited: Weak convergence of probability measures

Cited in

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Optimization by linear kinetic equations and mean-field Langevin dynamics
Softening bilevel problems via two-scale Gibbs measures
Mean-field Langevin dynamics and energy landscape of neural networks
Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
Annealing diffusions in a potential function with a slow growth
Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting
Linearly constrained global optimization and stochastic differential equations
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
Convergence rates of Gibbs measures with degenerate minimum
Wasserstein convergence rates of increasingly concentrating probability measures
An improved annealing method and its large-time behavior
Large deviation principle in discrete time nonlinear filtering
A criterion on a repeller being a null set of any limit measure for stochastic differential equations
Convergence rates for annealing diffusion processes
Simulated annealing type algorithms for multivariate optimization
Simulated annealing with time-dependent energy function
On the local Lipschitz stability of Bayesian inverse problems
Thermalisation for small random perturbations of dynamical systems
Kinetic Langevin MCMC sampling without gradient Lipschitz continuity -- the strongly convex case
On the Generalized Langevin Equation for Simulated Annealing
Convergence analysis of a global optimization algorithm using stochastic differential equations
Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator
A smoothing algorithm for finite min-max-min problems
Random tunneling by means of acceptance-rejection sampling for global optimization
Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)
Gibbs measures asymptotics
A natural order in dynamical systems based on Conley-Markov matrices
Simulated annealing for constrained global optimization
On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation
Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization
Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management
Global Optimization via Schrödinger–Föllmer Diffusion
Limit behavior of the invariant measure for Langevin dynamics
A study of subadmissible simulated annealing algorithms
Logarithmic Sobolev inequalities and Langevin algorithms inRⁿ
B-DeepONet: an enhanced Bayesian deeponet for solving noisy parametric PDEs using accelerated replica exchange SGLD
Stochastic gradient Hamiltonian Monte Carlo for non-convex learning
Stochastic stability of measures in gradient systems
On limit measures and their supports for stochastic ordinary differential equations
Multi-index antithetic stochastic gradient algorithm
A Laplace method for under-determined Bayesian optimal experimental designs
Convergence in distribution of some self-interacting diffusions
Recent progress on the small parameter exit problem^†
Approximations of the sum of states by Laplace's method for a system of particles with a finite number of energy levels and application to limit theorems
A geometric Laplace method
A characterization of probabilities with full support and the Laplace method
Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms

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