Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics

30 July 2021

Papers citing "Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics"

10 / 10 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 79 0 0 26 Apr 2025
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms Tim Tsz-Kit Lau Han Liu T. Pock 39 4 0 25 May 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Sampling algorithms in statistical physics: a guide for statistics and machine learning Michael F Faulkner Samuel Livingstone 13 6 0 09 Aug 2022
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 33 4 0 14 Jun 2022
On the geometric convergence for MALA under verifiable conditions Alain Durmus Eric Moulines 18 12 0 06 Jan 2022
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 9 8 0 30 Nov 2021
Quantifying the mini-batching error in Bayesian inference for Adaptive Langevin dynamics Inass Sekkat G. Stoltz 12 4 0 21 May 2021
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators Changyou Chen Nan Ding Lawrence Carin 32 158 0 21 Oct 2016