Pages that link to "Item:Q1353419"
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The following pages link to Exponential convergence of Langevin distributions and their discrete approximations (Q1353419):
Displayed 50 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Bayesian density estimation from grouped continuous data (Q123874) (← links)
- Markov chain Monte Carlo confidence intervals (Q282567) (← links)
- Information-geometric Markov chain Monte Carlo methods using diffusions (Q296467) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Markov chain Monte Carlo and irreversibility (Q339005) (← links)
- Non-reversible Metropolis-Hastings (Q341139) (← links)
- Multiplicative random walk Metropolis-Hastings on the real line (Q356503) (← links)
- Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm (Q434903) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II (Q442086) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Self-healing umbrella sampling: convergence and efficiency (Q517390) (← links)
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090) (← links)
- Subgeometric ergodicity of strong Markov processes (Q558691) (← links)
- Theoretical properties of quasi-stationary Monte Carlo methods (Q670746) (← links)
- An adaptive approach to Langevin MCMC (Q693336) (← links)
- Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip'' (Q733006) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (Q904057) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672) (← links)
- A comparison of generalized hybrid Monte Carlo methods with and without momentum flip (Q1009981) (← links)
- Optimal scaling for various Metropolis-Hastings algorithms. (Q1431214) (← links)
- Smoothed Langevin proposals in Metropolis-Hastings algorithms. (Q1587703) (← links)
- On parallelizable Markov chain Monte Carlo algorithms with waste-recycling (Q1616782) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Sampling from a log-concave distribution with projected Langevin Monte Carlo (Q1650786) (← links)
- Scalable methods for Bayesian selective inference (Q1657959) (← links)
- Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation (Q1663188) (← links)
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336) (← links)
- Langevin incremental mixture importance sampling (Q1703855) (← links)
- Perturbation theory for Markov chains via Wasserstein distance (Q1708977) (← links)
- Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics (Q1714421) (← links)
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms (Q1731001) (← links)
- Normalizing constants of log-concave densities (Q1746544) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- A review and comparison of age-period-cohort models for cancer incidence (Q1790374) (← links)
- Optimal scaling of MaLa for nonlinear regression. (Q1879917) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (Q1996782) (← links)
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models (Q2008004) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- Approximation of heavy-tailed distributions via stable-driven SDEs (Q2040106) (← links)
- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation (Q2058738) (← links)
- Particle-based energetic variational inference (Q2058750) (← links)
- A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759) (← links)
- Sampling from non-smooth distributions through Langevin diffusion (Q2065460) (← links)
- Geometric adaptive Monte Carlo in random environment (Q2072631) (← links)