Improved Discretization Analysis for Underdamped Langevin Monte Carlo

16 February 2023

Papers citing "Improved Discretization Analysis for Underdamped Langevin Monte Carlo"

7 / 7 papers shown

Title
Mean-field underdamped Langevin dynamics and its spacetime discretization Qiang Fu Ashia Wilson 34 4 0 26 Dec 2023
Accelerating optimization over the space of probability measures Shi Chen Wenxuan Wu Yuhang Yao Stephen J. Wright 26 4 0 06 Oct 2023
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
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 28 10 0 26 Sep 2022
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence Murat A. Erdogdu Rasa Hosseinzadeh Matthew Shunshi Zhang 86 41 0 22 Jul 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 35 17 0 13 Feb 2020