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Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics.
Benedict J. Leimkuhler
Daniel Paulin
Peter A. Whalley
Published in:
SIAM J. Numer. Anal. (2024)
Keyphrases
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convergence rate
convergence speed
step size
learning rate
monte carlo
primal dual
global convergence
mutation operator
numerical stability
dynamical systems
belief change
conjugate gradient
gaussian kernels
high dimensional