Search Results for author:
Found 2 papers, 0 papers with code
Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations"
A method for analyzing non-asymptotic guarantees of numerical discretizations of ergodic SDEs in Wasserstein-2 distance is presented by Sanz-Serna and Zygalakis in ``Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations".
Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients
We exhibit similar bounds using both approximate and stochastic gradients, and our method's computational cost is shown to scale logarithmically with the size of the dataset.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
