
Random Coordinate Underdamped Langevin Monte Carlo
The Underdamped Langevin Monte Carlo (ULMC) is a popular Markov chain Mo...
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Random Coordinate Langevin Monte Carlo
Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo samplin...
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Langevin Monte Carlo: random coordinate descent and variance reduction
Sampling from a logconcave distribution function on ℝ^d (with d≫ 1) is ...
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Variance reduction for Langevin Monte Carlo in high dimensional sampling problems
Sampling from a logconcave distribution function is one core problem th...
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Ensemble Kalman Inversion for nonlinear problems: weights, consistency, and variance bounds
Ensemble Kalman Inversion (EnKI), originally derived from Enseble Kalman...
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Ensemble Kalman Sampling: meanfield limit and convergence analysis
Ensemble Kalman sampling (EKS) is a method to find i.i.d. samples from a...
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Error Lower Bounds of Constant Stepsize Stochastic Gradient Descent
Stochastic Gradient Descent (SGD) plays a central role in modern machine...
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Meanfield limit and numerical analysis for Ensemble Kalman Inversion: linear setting
Ensemble Kalman inversion (EKI) is a method introduced in [14] to find s...
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Error analysis of an asymptotic preserving dynamical lowrank integrator for the multiscale radiative transfer equation
Dynamical lowrank algorithm are a class of numerical methods that compu...
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Zhiyan Ding
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