Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations

26 April 2021

Papers citing "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations"

7 / 7 papers shown

Title
Random Reshuffling for Stochastic Gradient Langevin Dynamics Luke Shaw Peter A. Whalley 75 3 0 28 Jan 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin P. Whalley Neil K. Chada B. Leimkuhler BDL 41 4 0 14 Oct 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 22 16 0 21 Feb 2023
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 32 2 0 15 Aug 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 13 14 0 26 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 11 10 0 02 Feb 2022