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2007.05455
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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
Electronic Journal of Statistics (EJS), 2020
10 July 2020
Pierre Monmarché
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Papers citing
"High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion"
32 / 32 papers shown
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Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics
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Improved Discretization Analysis for Underdamped Langevin Monte Carlo
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Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
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A. Eberle
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Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations
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Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo
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385
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The shifted ODE method for underdamped Langevin MCMC
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Lihan Wang
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