HMC and underdamped Langevin united in the unadjusted convex smooth case

2 February 2022

Papers citing "HMC and underdamped Langevin united in the unadjusted convex smooth case"

8 / 8 papers shown

Title
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin P. Whalley Neil K. Chada B. Leimkuhler BDL 43 4 0 14 Oct 2024
On Convergence of the Alternating Directions SGHMC Algorithm Soumyadip Ghosh Ying-Ling Lu T. Nowicki 21 0 0 21 May 2024
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 29 12 0 20 Nov 2022
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 28 10 0 26 Sep 2022
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 58 29 0 03 May 2021
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 27 22 0 26 Apr 2021