18 citations · 77 across the 20 of their papers we have counts for
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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…
Estimation of Multivariate Discrete Hawkes Processes: An Application to Incident Monitoring
Trinnhallen Brisley, Gordon Ross, Daniel Paulin +1
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in…
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…