Adaptive stepsize algorithms for Langevin dynamics

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Variance reduction using nonreversible Langevin samplers
Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
The truncated Euler-Maruyama method for stochastic differential equations
A variable step-size control algorithm for the weak approximation of stochastic differential equations
A note on tamed Euler approximations
Computing ergodic limits for Langevin equations
Step size control in the numerical solution of stochastic differential equations
Exponential convergence of Langevin distributions and their discrete approximations
Langevin diffusions and Metropolis-Hastings algorithms
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
Importance sampling: intrinsic dimension and computational cost
An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems
A fluctuating boundary integral method for Brownian suspensions
Molecular dynamics. With deterministic and stochastic numerical methods
An adaptive scheme for the approximation of dissipative systems
Hypoelliptic second order differential equations
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
An adaptive discretization algorithm for the weak approximation of stochastic differential equations
Long-Run Accuracy of Variational Integrators in the Stochastic Context
Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
The Adaptive Verlet Method
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
Moving Mesh Partial Differential Equations (MMPDES) Based on the Equidistribution Principle
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
Adaptive time-stepping strategies for nonlinear stochastic systems
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis
Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
A Variable Stepsize Implementation for Stochastic Differential Equations
Rational Construction of Stochastic Numerical Methods for Molecular Sampling
Stochastic Processes and Applications
An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
Geometric Numerical Integration
Partial differential equations and stochastic methods in molecular dynamics
Stochastic differential equations. An introduction with applications.
Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion

This page was built for publication: Adaptive stepsize algorithms for Langevin dynamics