Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics.
Alain DurmusAurélien EnfroyÉric MoulinesGabriel StoltzPublished in: CoRR (2021)
Keyphrases
- rates of convergence
- initial conditions
- sufficient conditions
- upper bound
- lower bound
- finite sample
- error bounds
- number of iterations required
- convergence rate
- dynamical systems
- lower and upper bounds
- linear complementarity problem
- worst case
- quasi newton
- vc dimension
- convergence theorem
- contingency tables
- lyapunov theory
- upper and lower bounds
- information systems
- dynamic model
- monte carlo
- average case
- faster convergence
- stochastic approximation
- convergence speed
- particle swarm optimization
- artificial neural networks
- case study