User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

Author:

Dalalyan Arnak S.,Karagulyan Avetik

Funder

Investissements d’Avenir

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference36 articles.

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3. Noisy monte carlo: convergence of markov chains with approximate transition kernels;Alquier;Stat. Comput.,2016

4. C. Andrieu, J. Ridgway, N. Whiteley, Sampling normalizing constants in high dimensions using inhomogeneous diffusions, ArXiv e-prints, 2016.

5. Criteria for recurrence and existence of invariant measures for multidimensional diffusions;Bhattacharya;Ann. Probab.,1978

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