9 citations · 10 across the 7 of their papers we have counts for
3 papers · 1 filter
Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients
Neil K. Chada, Benedict Leimkuhler, Daniel Paulin +1
We present an unbiased method for Bayesian posterior means based on kinetic Langevin dynamics that combines advanced splitting methods with enhanced gradient approximations. Our ap…
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…
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…