Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
Fuente:
arXiv
Saved in:
| Main Authors: | Baldassari, Lorenzo, Garnier, Josselin, Solna, Knut, de Hoop, Maarten V. |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026)
by: Baldassari, Lorenzo, et al.
Published: (2026)
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2025)
by: Baldassari, Lorenzo, et al.
Published: (2025)
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2024)
by: Baldassari, Lorenzo, et al.
Published: (2024)
Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo
by: Li, Lei, et al.
Published: (2025)
by: Li, Lei, et al.
Published: (2025)
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
by: Schuh, Katharina, et al.
Published: (2024)
by: Schuh, Katharina, et al.
Published: (2024)
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)
by: Leobacher, Gunther, et al.
Published: (2020)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
A Lyapunov-tamed Euler method for singular SDEs
by: Johnston, Tim, et al.
Published: (2026)
by: Johnston, Tim, et al.
Published: (2026)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)
by: Bao, Jianhai, et al.
Published: (2025)
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
by: Droniou, Jerome, et al.
Published: (2024)
by: Droniou, Jerome, et al.
Published: (2024)
Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
by: Bréhier, Charles-Edouard, et al.
Published: (2025)
An Euler scheme for BSDEs via the Wiener chaos decomposition
by: Lozano, Pere Díaz, et al.
Published: (2025)
by: Lozano, Pere Díaz, et al.
Published: (2025)
High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)
by: Foster, James, et al.
Published: (2022)
Approximating the signature of Brownian motion for high order SDE simulation
by: Foster, James
Published: (2024)
by: Foster, James
Published: (2024)
Numerical integrators for confined Langevin dynamics
by: Leimkuhler, B., et al.
Published: (2024)
by: Leimkuhler, B., et al.
Published: (2024)
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)
by: Vashistha, Divyanshu, et al.
Published: (2025)
Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
by: Schwarz, Verena
Published: (2025)
by: Schwarz, Verena
Published: (2025)
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)
by: Cox, Sonja, et al.
Published: (2019)
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)
by: Paikaray, Prit Pritam, et al.
Published: (2023)
Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)
by: Becker, Sebastian, et al.
Published: (2017)
Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
by: Étoré, Pierre, et al.
Published: (2026)
by: Étoré, Pierre, et al.
Published: (2026)
Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, et al.
Published: (2026)
by: Huang, Can, et al.
Published: (2026)
Constructing Maximal Germ Couplings of Brownian Motions with Drift
by: Hummel, Sebastian, et al.
Published: (2023)
by: Hummel, Sebastian, et al.
Published: (2023)
Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
by: Eisenmann, Monika, et al.
Published: (2024)
by: Eisenmann, Monika, et al.
Published: (2024)
Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)
by: Li, Binjie, et al.
Published: (2025)
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
Published: (2026)
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
by: Angeli, Letizia, et al.
Published: (2023)
by: Angeli, Letizia, et al.
Published: (2023)
A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)
by: Aryasova, Olga, et al.
Published: (2025)
Approximation of the Lévy-driven stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2025)
by: Lang, Annika, et al.
Published: (2025)
Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)
by: Lang, Annika, et al.
Published: (2023)
Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)
by: Chen, Jingwei, et al.
Published: (2025)
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
by: Spendier, Kathrin, et al.
Published: (2022)
by: Spendier, Kathrin, et al.
Published: (2022)
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)
by: Wu, Xiaoming, et al.
Published: (2024)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)
by: Mickel, Annalena, et al.
Published: (2023)
Similar Items
-
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026) -
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2025) -
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2024) -
Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo
by: Li, Lei, et al.
Published: (2025) -
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
by: Schuh, Katharina, et al.
Published: (2024)