Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1619459 (Why is no real title available?)
- scientific article; zbMATH DE number 3352023 (Why is no real title available?)
- A note on tamed Euler approximations
- A random polynomial-time algorithm for approximating the volume of convex bodies
- Comparison theorems for differential equations
- Convergence of Langevin MCMC in KL-divergence
- Dispersion of mass and the complexity of randomized geometric algorithms
- Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
- Fast MCMC sampling algorithms on polytopes
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Higher order Langevin Monte Carlo algorithm
- Isoperimetric and analytic inequalities for log-concave probability measures
- Logarithmic Sobolev inequalities and stochastic Ising models
- Nonasymptotic bounds for sampling algorithms without log-concavity
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Normalizing constants of log-concave densities
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
- Optimal Transport
- Prediction, Learning, and Games
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Random gradient-free minimization of convex functions
- Reflection couplings and contraction rates for diffusions
- Sampling can be faster than optimization
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- The Poincaré inequality and quadratic transportation-variance inequalities
- The geometry of logconcave functions and sampling algorithms
- The tamed unadjusted Langevin algorithm
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- Wasserstein Continuity of Entropy and Outer Bounds for Interference Channels
- Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
Cited in
(5)- Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
- Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
- scientific article; zbMATH DE number 7415079 (Why is no real title available?)
- Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
- The forward-backward envelope for sampling with the overdamped Langevin algorithm
This page was built for publication: Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2083423)
