Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
Author:
Affiliation:
1. Department of Mathematical Sciences, Rutgers University Camden, 311 N 5th Street, Camden, NJ 08102, USA
2. Institute of Analysis and Scientific Computing, Technische Universität Wien, Wiedner Hauptstraße 8–10, 1040 Wien, Austria
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference71 articles.
1. Alain-Sol Sznitman, Topics in propagation of chaos, École d’Été de Probabilités de Saint-Flour XIX—1989, Lecture Notes in Math., vol. 1464, Springer, Berlin, 1991, pp. 165–251.
2. Alain Durmus, Andreas Eberle, Arnaud Guillin, and Raphael Zimmer, An elementary approach to uniform in time propagation of chaos, Proc. Amer. Math. Soc. 148 (2020), no. 12, 5387–5398.
3. Arnaud Guillin, Wei Liu, Liming Wu, and Chaoen Zhang, The kinetic Fokker-Planck equation with mean field interaction, J. Math. Pures Appl. (9) 150 (2021), 1–23.
4. Arnaud Guillin and Pierre Monmarché, Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes, J. Stat. Phys. 185 (2021), no. 2, Paper No. 15, 20.
5. Sylvie Méléard, Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models, Probabilistic models for nonlinear partial differential equations (Montecatini Terme, 1995), Lecture Notes in Math., vol. 1627, Springer, Berlin, 1996, pp. 42–95.
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3