4 papers · 1 filter
Non-asymptotic entropic bounds for non-linear kinetic Langevin sampler with second-order splitting scheme
Pierre Monmarché, Katharina Schuh
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed.…
Uniform log-Sobolev inequalities for mean field particles beyond flat-convexity
Pierre Monmarché
In the nice recent work [48], S. Wang established uniform log-Sobolev inequalities for mean field particles when the energy is flat convex. In this note we comment how to extend hi…
Time-uniform log-Sobolev inequalities and applications to propagation of chaos
Pierre Monmarché, Zhenjie Ren, Songbo Wang
Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of…
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
Evan Camrud, Alain Durmus, Pierre Monmarché +1
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltoni…