Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from
Probability Distributions

Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions

29 April 2017

A. B. Duncan

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Papers citing "Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions"

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Title
On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights P. Dobson J. Sanz-Serna K. Zygalakis 40 5 0 15 May 2023
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics Jeffrey Negrea Jun Yang Haoyue Feng Daniel M. Roy Jonathan H. Huggins 63 1 0 25 Jul 2022
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 77 6 0 14 Jun 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 97 25 0 20 Mar 2022
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 54 10 0 30 Nov 2021
Choice of Damping Coefficient in Langevin Dynamics R. Skeel C. Hartmann 49 5 0 22 Jun 2021
Dimension-free convergence rates for gradient Langevin dynamics in RKHS Boris Muzellec Kanji Sato Mathurin Massias Taiji Suzuki 145 12 0 29 Feb 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 97 17 0 13 Feb 2020
Non-asymptotic error bounds for scaled underdamped Langevin MCMC T. Zajic 41 2 0 06 Dec 2019
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 100 31 0 19 Dec 2018
Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation A. B. Duncan G. Pavliotis K. Zygalakis 71 25 0 16 Jan 2017