Statistical Error of Numerical Integrators for Underdamped Langevin Dynamics with Deterministic And Stochastic Gradients.
Xuda YeZhennan ZhouPublished in: CoRR (2024)
Keyphrases
- stochastic optimization problems
- stochastic methods
- error rate
- stochastic differential equations
- statistical analysis
- dynamic model
- data driven
- black box
- error bounds
- dynamical systems
- fully observable
- highly nonlinear
- statistical inference
- hypothesis testing
- error analysis
- information theory
- sensitivity analysis
- statistical significance
- estimation error
- machine learning
- numerical data
- numerical analysis
- model selection
- information theoretic
- statistical models
- hypothesis tests
- least squares