Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo

26 February 2022

Papers citing "Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo"

13 / 13 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 79 0 0 26 Apr 2025
Sampling parameters of ordinary differential equations with Langevin dynamics that satisfy constraints Chris Chi J. Weare Aaron R Dinner 23 2 0 28 Aug 2024
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers Andravz Jelinvcivc James Foster Patrick Kidger 19 2 0 10 May 2024
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
Fluctuation without dissipation: Microcanonical Langevin Monte Carlo Jakob Robnik U. Seljak 43 6 0 31 Mar 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories L. Riou-Durand Pavel Sountsov Jure Vogrinc C. Margossian Samuel Power 30 6 0 21 Oct 2022
On the Dissipation of Ideal Hamiltonian Monte Carlo Sampler Qijia Jiang 27 7 0 15 Sep 2022
Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time Jun-Kun Wang Andre Wibisono 27 9 0 05 Jul 2022
Randomized Time Riemannian Manifold Hamiltonian Monte Carlo P. Whalley Daniel Paulin B. Leimkuhler 6 4 0 09 Jun 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
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018