Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics

21 February 2023

Papers citing "Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics"

13 / 13 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 74 0 0 26 Apr 2025
Randomised Splitting Methods and Stochastic Gradient Descent Luke Shaw Peter A. Whalley 42 1 0 05 Apr 2025
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 36 0 0 10 Feb 2025
Random Reshuffling for Stochastic Gradient Langevin Dynamics Luke Shaw Peter A. Whalley 75 3 0 28 Jan 2025
On theoretical guarantees and a blessing of dimensionality for nonconvex sampling Martin Chak 35 2 0 12 Nov 2024
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
Mean-field underdamped Langevin dynamics and its spacetime discretization Qiang Fu Ashia Wilson 24 4 0 26 Dec 2023
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation Nawaf Bou-Rabee Katharina Schuh 18 7 0 22 Aug 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 15 10 0 02 Feb 2022
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 53 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 73 136 0 01 May 2018