High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.-Reference-Cited by-同舟云学术

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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.

Published:2021-01-01 Issue:2 Volume:15 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Monmarché Pierre¹

Affiliation:

1. Sorbonne Université, 4 place Jussieu, 75005 Paris, France

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Non-reversible lifts of reversible diffusion processes and relaxation times;Probability Theory and Related Fields;2024-08-07

2. Faster High-accuracy Log-concave Sampling via Algorithmic Warm Starts;Journal of the ACM;2024-06-11

3. Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics;SIAM Journal on Numerical Analysis;2024-05-22

4. Weak error expansion of a numerical scheme with rejection for singular Langevin process;ESAIM: Mathematical Modelling and Numerical Analysis;2024-05

5. Sequential Markov chain Monte Carlo for Lagrangian data assimilation with applications to unknown data locations;Quarterly Journal of the Royal Meteorological Society;2024-04

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