Peter A. Whalley
- Convergence of kinetic Langevin samplers for non-convex potentials
2024/05/16 by Katharina Schuh, Peter A. Whalley, Schuh, Katharina +1 · 4 citations
Engineering · Materials Science · Medicine · #60J05 #65C05 #65C40 #Advanced MRI Techniques and Applications #FOS: Mathematics #Machine Learning in Materials Science #Nanopore and Nanochannel Transport Studies #Numerical Analysis (math.NA) #Probability (math.PR)
- Randomized Time Riemannian Manifold Hamiltonian Monte Carlo
2022/06/09 by Peter A. Whalley, Whalley, Peter A., Daniel Paulin +3 · 2 citations
Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients
2023/11/08 by Neil K. Chada, Benedict Leimkuhler, Chada, Neil K. +5 · 1 citation
Computer Science · Mathematics · #62F15 #65C05 #65C30 #65C40 #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Numerical Analysis (math.NA)