scientific article; zbMATH DE number 7626757
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- A technique for studying strong and weak local errors of splitting stochastic integrators
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Adaptive thermostats for noisy gradient systems
- Analysis and design of optimization algorithms via integral quadratic constraints
- Analysis of Langevin Monte Carlo via convex optimization
- Analysis of optimization algorithms via integral quadratic constraints: nonstrongly convex problems
- Complexity of randomized algorithms for underdamped Langevin dynamics
- Computing ergodic limits for Langevin equations
- Contractivity of Runge-Kutta methods for convex gradient systems
- Convergence of numerical time-averaging and stationary measures via Poisson equations
- Couplings and quantitative contraction rates for Langevin dynamics
- Ergodicity of dissipative differential equations subject to random impulses
- Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
- Exponential convergence of Langevin distributions and their discrete approximations
- Exponential integrators
- Geometric integrators and the Hamiltonian Monte Carlo method
- Handbook of Markov Chain Monte Carlo
- High order numerical approximation of the invariant measure of ergodic SDEs
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
- Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
- Markov chain Monte Carlo and numerical differential equations
- Molecular dynamics. With deterministic and stochastic numerical methods
- Nonasymptotic bounds for sampling algorithms without log-concavity
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- On sampling from a log-concave density using kinetic Langevin diffusions
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
- Partial differential equations and stochastic methods in molecular dynamics
- Postprocessed integrators for the high order integration of ergodic SDEs
- Randomized Hamiltonian Monte Carlo
- Rational construction of stochastic numerical methods for molecular sampling
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
- Splitting methods
- The connections between Lyapunov functions for some optimization algorithms and differential equations
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- Word combinatorics for stochastic differential equations: splitting integrators
Cited in
(14)- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
- 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
- A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
- 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
- Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Approximations of piecewise deterministic Markov processes and their convergence properties
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