Imagen de Portada

Optimal convergence rates of MCMC integration for functions with unbounded second moment

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Hofstadler, Julian
Formato:	Preprint
Publicado:	2024
Materias:	Numerical Analysis 65C05, 60J22, 65C20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
por: Hofstadler, Julian, et al.
Publicado: (2024)

Solving Poisson's equation for Wasserstein contractive Markov chains
por: Hofstadler, Julian
Publicado: (2026)

Convergence of kinetic Langevin samplers for non-convex potentials
por: Schuh, Katharina, et al.
Publicado: (2024)

Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
por: Droniou, Jerome, et al.
Publicado: (2024)

Wasserstein convergence rates for stochastic particle approximation of Boltzmann models
por: Borghi, Giacomo, et al.
Publicado: (2025)

Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
por: Han, Ruiyu, et al.
Publicado: (2025)

Convergence of a Sequential Monte Carlo algorithm towards multimodal distributions on Rd
por: Han, Ruiyu
Publicado: (2025)

Deep Learning without Global Optimization by Random Fourier Neural Networks
por: Davis, Owen, et al.
Publicado: (2024)

On Kemeny's constant and stochastic complement
por: Bini, Dario Andrea, et al.
Publicado: (2023)

Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings
por: Liu, Yang, et al.
Publicado: (2023)

Convergence and non-asymptotic error analysis for kinetic Langevin samplers using the exact harmonic Langevin integrator
por: Schuh, Katharina
Publicado: (2026)

Exploiting Inexact Computations in Multilevel Monte Carlo and Other Sampling Methods
por: Martínek, Josef, et al.
Publicado: (2025)

Quadratic neural networks for solving inverse problems
por: Frischauf, Leon, et al.
Publicado: (2023)

Rapid convergence of tempering chains to multimodal Gibbs measures
por: Son, Seungjae
Publicado: (2026)

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
por: Chen, Lin, et al.
Publicado: (2025)

Fisher entropic Fokker-Planck model of monatomic rarefied gases
por: Montanaro, Veronica, et al.
Publicado: (2025)

A numerical method for scattering problems with unbounded interfaces
por: Goodwill, Tristan, et al.
Publicado: (2024)

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
por: Bréhier, Charles-Edouard, et al.
Publicado: (2026)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
por: Angeli, Letizia, et al.
Publicado: (2023)

Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing
por: Gozzo, Riccardo
Publicado: (2025)

Goal-Oriented Adaptive Finite Element Multilevel Quasi-{M}onte {C}arlo
por: Beck, Joakim, et al.
Publicado: (2025)

A multilevel sketch-and-solve method for overdetermined least squares problems
por: Haas, Irina-Beatrice, et al.
Publicado: (2026)

SIAC Accuracy Enhancement of Stochastic Galerkin Solutions for Wave Equations with Uncertain Coefficients
por: Galindo-Olarte, Andrés, et al.
Publicado: (2025)

Underdamped Langevin MCMC with third order convergence
por: Scott, Maximilian, et al.
Publicado: (2025)

State-based nested iteration solution of optimal control problems with PDE constraints
por: Langer, Ulrich, et al.
Publicado: (2025)

The random timestep Euler method and its continuous dynamics
por: Latz, Jonas
Publicado: (2024)

Data selection: at the interface of PDE-based inverse problem and randomized linear algebra
por: Hellmuth, Kathrin, et al.
Publicado: (2025)

Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
por: Rached, Nadhir Ben, et al.
Publicado: (2022)

Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration
por: Bou-Rabee, Nawaf, et al.
Publicado: (2022)

Strong convergence of path sensitivities
por: Giles, Michael B.
Publicado: (2024)

Spectral Gap of Metropolis Algorithms for Non-smooth Distributions under Isoperimetry
por: Liu, Shuigen, et al.
Publicado: (2026)

The Akhiezer iteration and inverse-free solvers for Sylvester matrix equations
por: Ballew, Cade, et al.
Publicado: (2025)

Regularization with optimal space-time priors
por: Bubba, Tatiana A., et al.
Publicado: (2024)

Convergence of hybrid slice sampling via spectral gap
por: Łatuszyński, Krzysztof, et al.
Publicado: (2014)

Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies
por: Glatt-Holtz, Nathan E., et al.
Publicado: (2022)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
por: Allan, Andrew L., et al.
Publicado: (2023)

Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
por: Baldassari, Lorenzo, et al.
Publicado: (2026)

Parallel subspace correction methods for semicoercive and nearly semicoercive convex optimization with applications to nonlinear PDEs
por: Lee, Young-Ju, et al.
Publicado: (2024)

Error bounds for some approximate posterior measures in Bayesian inference
por: Lie, Han Cheng, et al.
Publicado: (2019)

Solving the Poisson equation using coupled Markov chains
por: Douc, Randal, et al.
Publicado: (2022)