scientific article; zbMATH DE number 7626757
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Publication:5053262
Authors: Jesús María Sanz-Serna, Konstantinos C. Zygalakis 
Publication date: 6 December 2022
Full work available at URL: https://arxiv.org/abs/2104.12384
Title of this publication is not available (Why is that?)
Markov chain Monte CarloBayesian inferencestrong convergenceLangevin diffusionnumerical analysis of SDEs
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Cited In (13)
- Contraction and convergence rates for discretized kinetic Langevin dynamics
- Efficient Bayesian Computation for Low-Photon Imaging Problems
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
- WASSERSTEIN DISTANCES FOR VORTICES APPROXIMATION OF EULER-TYPE EQUATIONS
- Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- Optimal friction matrix for underdamped Langevin sampling
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition
- Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions
- A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Approximations of piecewise deterministic Markov processes and their convergence properties
- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
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