Improved discretization analysis for underdamped Langevin Monte Carlo
Abstract Underdamped Langevin Monte Carlo (ULMC) is an algorithm used to sample from
unnormalized densities by leveraging the momentum of a particle moving in a potential well …
unnormalized densities by leveraging the momentum of a particle moving in a potential well …
On Explicit -Convergence Rate Estimate for Underdamped Langevin Dynamics
We provide a refined explicit estimate of the exponential decay rate of underdamped
Langevin dynamics in the L 2 distance, based on a framework developed in Albritton et …
Langevin dynamics in the L 2 distance, based on a framework developed in Albritton et …
Weighted L 2-contractivity of Langevin dynamics with singular potentials
Convergence to equilibrium of underdamped Langevin dynamics is studied under general
assumptions on the potential U allowing for singularities. By modifying the direct approach to …
assumptions on the potential U allowing for singularities. By modifying the direct approach to …
How to construct decay rates for kinetic Fokker--Planck equations?
We study time averages for the norm of solutions to kinetic Fokker--Planck equations
associated with general Hamiltonians. We provide fully explicit and constructive decay …
associated with general Hamiltonians. We provide fully explicit and constructive decay …
Error estimates and variance reduction for nonequilibrium stochastic dynamics
G Stoltz - International Conference on Monte Carlo and Quasi …, 2022 - Springer
Equilibrium properties in statistical physics are obtained by computing averages with respect
to Boltzmann–Gibbs measures, sampled in practice using ergodic dynamics such as the …
to Boltzmann–Gibbs measures, sampled in practice using ergodic dynamics such as the …
Scaling limits for the generalized Langevin equation
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation
(GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp …
(GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp …
On explicit -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
We establish L 2-exponential convergence rate for three popular piecewise deterministic
Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the …
Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the …
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincar\'e--Lions inequalities
We study the long-time convergence behavior of underdamped Langevin dynamics, when
the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity …
the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity …
Mobility estimation for Langevin dynamics using control variates
The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as
the friction vanishes is not well understood for nonseparable potentials. Theoretical results …
the friction vanishes is not well understood for nonseparable potentials. Theoretical results …
Parallel simulation for sampling under isoperimetry and score-based diffusion models
In recent years, there has been a surge of interest in proving discretization bounds for
sampling under isoperimetry and for diffusion models. As data size grows, reducing the …
sampling under isoperimetry and for diffusion models. As data size grows, reducing the …