Contraction rate estimates of stochastic gradient kinetic Langevin integrators

DOI10.1051/M2AN/2024038MaRDI QIDQ6667313FDOQ6667313

Authors: Benedict Leimkuhler, Daniel Paulin, Peter A. Whalley 

Publication date: 20 January 2025

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

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zbMATH Keywords

MCMC samplingstochastic gradientunderdamped Langevin dynamicsBayesian logistic regressionWasserstein convergencekinetic Langevin dynamicsBrunger-Brooks-Karpluscontractive numerical methodMNIST classificationstochastic Verlet

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (3)

• Contraction and convergence rates for discretized kinetic Langevin dynamics
• Appropriate state-dependent friction coefficient accelerates kinetic Langevin dynamics
• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024

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