On Explicit -Convergence Rate Estimate for Underdamped Langevin Dynamics

Y Cao, J Lu, L Wang - Archive for Rational Mechanics and Analysis, 2023 - Springer
We provide a refined explicit estimate of the exponential decay rate of underdamped
Langevin dynamics in the L 2 distance, based on a framework developed in Albritton et …

Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials

F Baudoin, M Gordina, DP Herzog - Archive for Rational Mechanics and …, 2021 - Springer
We apply Gamma calculus to the hypoelliptic and non-symmetric setting of Langevin
dynamics under general conditions on the potential. This extension allows us to provide …

Hypocoercivity without confinement

E Bouin, J Dolbeault, S Mischler, C Mouhot… - Pure and Applied …, 2020 - msp.org
Hypocoercivity methods are applied to linear kinetic equations with mass conservation and
without confinement in order to prove that the solutions have an algebraic decay rate in the …

Weighted L 2-contractivity of Langevin dynamics with singular potentials

E Camrud, DP Herzog, G Stoltz, M Gordina - Nonlinearity, 2021 - iopscience.iop.org
Convergence to equilibrium of underdamped Langevin dynamics is studied under general
assumptions on the potential U allowing for singularities. By modifying the direct approach to …

[HTML][HTML] Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions

AB Duncan, N Nüsken, GA Pavliotis - Journal of Statistical Physics, 2017 - Springer
In this paper we introduce and analyse Langevin samplers that consist of perturbations of
the standard underdamped Langevin dynamics. The perturbed dynamics is such that its …

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo

E Camrud, A Durmus, P Monmarché… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo
samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of …

Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case

M Chak, P Monmarché - arXiv preprint arXiv:2310.18774, 2023 - arxiv.org
Contraction in Wasserstein 1-distance with explicit rates is established for generalized
Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions …

Hypocoercivity properties of adaptive Langevin dynamics

B Leimkuhler, M Sachs, G Stoltz - SIAM Journal on Applied Mathematics, 2020 - SIAM
Adaptive Langevin dynamics is a method for sampling the Boltzmann--Gibbs distribution at
prescribed temperature in cases where the potential gradient is subject to stochastic …

Ergodicity of the underdamped mean-field Langevin dynamics

A Kazeykina, Z Ren, X Tan, J Yang - arXiv preprint arXiv:2007.14660, 2020 - arxiv.org
We study the long time behavior of an underdamped mean-field Langevin (MFL) equation,
and provide a general convergence as well as an exponential convergence rate result …

Hypocoercivity with Schur complements

É Bernard, M Fathi, A Levitt, G Stoltz - Annales Henri Lebesgue, 2022 - numdam.org
We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive
operators by using Schur complements, rather than from an exponential decay of the …