Laplace's method revisited: Weak convergence of probability measures

Cited In (51)

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

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