scientific article; zbMATH DE number 7626720
From MaRDI portal
Publication:5053193
Cites work
- A dynamical systems framework for intermittent data assimilation
- A Stochastic Approximation Method
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- A Tutorial on Thompson Sampling
- An introduction to MCMC for machine learning
- Analysis of Langevin Monte Carlo via convex optimization
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Constrained optimization and optimal control for partial differential equations
- Control variates for stochastic gradient MCMC
- Coordinate descent algorithms
- Couplings and quantitative contraction rates for Langevin dynamics
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Ensemble Kalman methods for inverse problems
- Equation of state calculations by fast computing machines
- Exponential convergence of Langevin distributions and their discrete approximations
- Gaussian Markov Random Fields
- General state space Markov chains and MCMC algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- High-order Langevin diffusion yields an accelerated MCMC algorithm
- scientific article; zbMATH DE number 1066366 (Why is no real title available?)
- scientific article; zbMATH DE number 6982909 (Why is no real title available?)
- scientific article; zbMATH DE number 7626720 (Why is no real title available?)
- scientific article; zbMATH DE number 6276176 (Why is no real title available?)
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Laplacian smoothing stochastic gradient Markov chain Monte Carlo
- Large-scale machine learning with stochastic gradient descent
- Learning representations by back-propagating errors
- Log-concave sampling: Metropolis-Hastings algorithms are fast
- Minimizing finite sums with the stochastic average gradient
- Monte Carlo sampling methods using Markov chains and their applications
- On sampling from a log-concave density using kinetic Langevin diffusions
- On solving the densest \(k\)-subgraph problem on large graphs
- On the trend to equilibrium for the Fokker-Planck equation: an interplay between physics and functional analysis.
- Rates of convergence of the Hastings and Metropolis algorithms
- Recent progress and open problems in algorithmic convex geometry
- Sequential Monte Carlo Samplers
- Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
- Stochastic Estimation of the Maximum of a Regression Function
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Cited in
(4)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5053193)