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math.NA2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators
Benedict Leimkuhler, Daniel Paulin, Peter A. Whalley
In previous work, we introduced a method for determining convergence rates for integration methods for the kinetic Langevin equation for -Lipschitz -log-concave densi…
math.NA2023★ 9 cited
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics
Benedict Leimkuhler, Daniel Paulin, Peter A. Whalley
We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for -Lipschitz, -convex potentials. Our approach gives convergence rates of…