Peter A. Whalley

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 7

Top Topics

Maximum A Posteriori Estimation

Stochastic Differential Equations

Convergence Rate

Top Venues

SIAM J. Numer. Anal.

Publications

Benedict J. Leimkuhler, Daniel Paulin, Peter A. Whalley
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics. SIAM J. Numer. Anal. 62 (3) (2024)
Daniel Paulin, Peter A. Whalley
Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations". CoRR (2024)
Katharina Schuh, Peter A. Whalley
Convergence of kinetic Langevin samplers for non-convex potentials. CoRR (2024)
Peter A. Whalley, Daniel Paulin, Benedict J. Leimkuhler
Randomized time Riemannian Manifold Hamiltonian Monte Carlo. Stat. Comput. 34 (1) (2024)
Benedict J. Leimkuhler, Daniel Paulin, Peter A. Whalley
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators. CoRR (2023)
Neil K. Chada, Benedict J. Leimkuhler, Daniel Paulin, Peter A. Whalley
Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients. CoRR (2023)
Benedict J. Leimkuhler, Daniel Paulin, Peter A. Whalley
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics. CoRR (2023)