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Hypocoercivity Properties of Adaptive Langevin Dynamics - MaRDI portal

Hypocoercivity Properties of Adaptive Langevin Dynamics (Q5110577)

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scientific article; zbMATH DE number 7202624
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English
Hypocoercivity Properties of Adaptive Langevin Dynamics
scientific article; zbMATH DE number 7202624

    Statements

    title
    Hypocoercivity Properties of Adaptive Langevin Dynamics (English)
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    author
    Matthias Sachs
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    Gabriel Stoltz
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    Benedict J. Leimkuhler
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    publication date
    21 May 2020
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    zbMATH Keywords
    Langevin dynamics
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    hypocoercivity
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    Bayesian inference
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    stochastic gradients
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    Nosé-Hoover
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    sampling
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    cites work
    Q4786851
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    Hypocoercivity
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    Identifiers

    DOI
    10.1137/19M1291649
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    Mathematics Subject Classification ID
    60J70
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    35B40
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    46N30
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    35Q84
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    65C30
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    zbMATH DE Number
    7202624
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    arXiv ID
    1908.09363
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    OpenAlex ID
    W3013423309
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