Ergodicity of the underdamped mean-field Langevin dynamics-Reference-Cited by-同舟云学术

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Ergodicity of the underdamped mean-field Langevin dynamics

Published:2024-06-01 Issue:3 Volume:34 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Kazeykina Anna¹,Ren Zhenjie²,Tan Xiaolu³,Yang Junjian⁴

Affiliation:

1. Département de Mathématiques, Faculté des Sciences d’Orsay, Université Paris-Saclay

2. CEREMADE, Université Paris-Dauphine, PSL

3. Department of Mathematics, The Chinese University of Hong Kong

4. FAM, Fakultät für Mathematik und Geoinformation, Vienna University of Technology

Publisher

Institute of Mathematical Statistics

Reference75 articles.

1. Bou-Rabee, N., Eberle, A. and Zimmer, R. (2020). Coupling and convergence for Hamiltonian Monte Carlo. Ann. Appl. Probab. 30 1209–1250.

2. Dalalyan, A. S. (2017). Theoretical guarantees for approximate sampling from smooth and log-concave densities. J. R. Stat. Soc. Ser. B. Stat. Methodol. 79 651–676.

3. Eberle, A. (2016). Reflection couplings and contraction rates for diffusions. Probab. Theory Related Fields 166 851–886.

4. Dolbeault, J., Mouhot, C. and Schmeiser, C. (2015). Hypocoercivity for linear kinetic equations conserving mass. Trans. Amer. Math. Soc. 367 3807–3828.

5. Dolbeault, J., Mouhot, C. and Schmeiser, C. (2009). Hypocoercivity for kinetic equations with linear relaxation terms. C. R. Math. Acad. Sci. Paris 347 511–516.

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