On sample complexity for covariance estimation via the unadjusted Langevin algorithm
Fuente:
arXiv
Saved in:
| Main Author: | Nakakita, Shogo |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Fast Mixing of Data Augmentation Algorithms: Bayesian Probit, Logit, and Lasso Regression
by: Lee, Holden, et al.
Published: (2024)
by: Lee, Holden, et al.
Published: (2024)
Dimension-free uniform concentration bound for logistic regression
by: Nakakita, Shogo
Published: (2024)
by: Nakakita, Shogo
Published: (2024)
Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes
by: Dereich, Steffen, et al.
Published: (2021)
by: Dereich, Steffen, et al.
Published: (2021)
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms
by: Nakakita, Shogo
Published: (2023)
by: Nakakita, Shogo
Published: (2023)
Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
by: Alaya, Mohamed Ben, et al.
Published: (2025)
by: Alaya, Mohamed Ben, et al.
Published: (2025)
Continuous-discrete smoothing of diffusions
by: Mider, Marcin, et al.
Published: (2017)
by: Mider, Marcin, et al.
Published: (2017)
Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)
by: Kang, Taegyu, et al.
Published: (2024)
Central Limit Theorem for the $σ$-antithetic multilevel Monte Carlo method
by: Alaya, Mohamed Ben, et al.
Published: (2020)
by: Alaya, Mohamed Ben, et al.
Published: (2020)
Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)
by: Mazzonetto, Sara
Published: (2019)
On theoretical guarantees and a blessing of dimensionality for nonconvex sampling
by: Chak, Martin
Published: (2024)
by: Chak, Martin
Published: (2024)
A Multiscale Perspective on Maximum Marginal Likelihood Estimation
by: Akyildiz, O. Deniz, et al.
Published: (2024)
by: Akyildiz, O. Deniz, et al.
Published: (2024)
Concentration analysis of multivariate elliptic diffusion processes
by: Aeckerle-Willems, Cathrine, et al.
Published: (2022)
by: Aeckerle-Willems, Cathrine, et al.
Published: (2022)
Randomized Runge-Kutta-Nyström Methods for Unadjusted Hamiltonian and Kinetic Langevin Monte Carlo
by: Bou-Rabee, Nawaf, et al.
Published: (2023)
by: Bou-Rabee, Nawaf, et al.
Published: (2023)
Accelerate Langevin Sampling with Birth-Death Process and Exploration Component
by: Tan, Lezhi, et al.
Published: (2023)
by: Tan, Lezhi, et al.
Published: (2023)
An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)
by: Laitinen, Pietari, et al.
Published: (2024)
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
by: Chak, Martin, et al.
Published: (2023)
by: Chak, Martin, et al.
Published: (2023)
Bayesian Modeling of Collatz Stopping Times: A Probabilistic Machine Learning Perspective
by: Bonacorsi, Nicolò, et al.
Published: (2026)
by: Bonacorsi, Nicolò, et al.
Published: (2026)
Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
by: Brešar, Miha, et al.
Published: (2025)
by: Brešar, Miha, et al.
Published: (2025)
Surrogate-Based Bayesian Inference: Uncertainty Quantification and Active Learning
by: Roberts, Andrew Gerard, et al.
Published: (2026)
by: Roberts, Andrew Gerard, et al.
Published: (2026)
An Analysis of the Diaconis-Holmes-Neal Markov Chain Sampler Under Generalized Unimodal Underlying Probabilities
by: Hildebrand, Martin V., et al.
Published: (2026)
by: Hildebrand, Martin V., et al.
Published: (2026)
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)
by: Tsao, Min
Published: (2024)
Simulation of elliptic and hypo-elliptic conditional diffusions
by: Bierkens, Joris, et al.
Published: (2018)
by: Bierkens, Joris, et al.
Published: (2018)
Bundles of Probability Schemes
by: Pong, Wai Yan
Published: (2026)
by: Pong, Wai Yan
Published: (2026)
Stochastic Modified Flows for Riemannian Stochastic Gradient Descent
by: Gess, Benjamin, et al.
Published: (2024)
by: Gess, Benjamin, et al.
Published: (2024)
Decoupling for Markov Chains
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)
by: Janák, Josef, et al.
Published: (2023)
Quantitative Error Bounds for Scaling Limits of Stochastic Iterative Algorithms
by: Wang, Xiaoyu, et al.
Published: (2025)
by: Wang, Xiaoyu, et al.
Published: (2025)
Central limit theorem for superdiffusive reflected Brownian motion
by: Mijatović, Aleksandar, et al.
Published: (2024)
by: Mijatović, Aleksandar, et al.
Published: (2024)
On couplings for kinetic Langevin diffusions
by: Bou-Rabee, Nawaf, et al.
Published: (2026)
by: Bou-Rabee, Nawaf, et al.
Published: (2026)
Central limit theorems for the Euler characteristic in the Random Connection Model for higher-dimensional simplicial complexes
by: Pabst, Dominik
Published: (2025)
by: Pabst, Dominik
Published: (2025)
Mixing time of the conditional backward sampling particle filter
by: Karjalainen, Joona, et al.
Published: (2023)
by: Karjalainen, Joona, et al.
Published: (2023)
The Horton-Strahler number of Galton-Watson trees with possibly infinite variance
by: Khanfir, Robin
Published: (2023)
by: Khanfir, Robin
Published: (2023)
Solving the Poisson equation using coupled Markov chains
by: Douc, Randal, et al.
Published: (2022)
by: Douc, Randal, et al.
Published: (2022)
Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
by: Han, Ruiyu, et al.
Published: (2025)
by: Han, Ruiyu, et al.
Published: (2025)
Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
by: Das, Debraj
Published: (2020)
by: Das, Debraj
Published: (2020)
A Dimension-Independent Bound on the Wasserstein Contraction Rate of a Geodesic Random Walk on the Sphere
by: Schär, Philip, et al.
Published: (2023)
by: Schär, Philip, et al.
Published: (2023)
Randomized sequential importance sampling for estimating the number of perfect matchings in bipartite graphs
by: Diaconis, Persi, et al.
Published: (2019)
by: Diaconis, Persi, et al.
Published: (2019)
Nonparametric learning of stochastic differential equations from sparse and noisy data
by: Ganguly, Arnab, et al.
Published: (2025)
by: Ganguly, Arnab, et al.
Published: (2025)
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
by: Barczy, Matyas
Published: (2022)
by: Barczy, Matyas
Published: (2022)
Perimeter length of the convex hull of Brownian motion in the hyperbolic plane
by: Bhattacharjee, Chinmoy, et al.
Published: (2025)
by: Bhattacharjee, Chinmoy, et al.
Published: (2025)
Similar Items
-
Fast Mixing of Data Augmentation Algorithms: Bayesian Probit, Logit, and Lasso Regression
by: Lee, Holden, et al.
Published: (2024) -
Dimension-free uniform concentration bound for logistic regression
by: Nakakita, Shogo
Published: (2024) -
Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes
by: Dereich, Steffen, et al.
Published: (2021) -
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms
by: Nakakita, Shogo
Published: (2023) -
Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
by: Alaya, Mohamed Ben, et al.
Published: (2025)