arXiv
Open Access
2019
Non-asymptotic error bounds for scaled underdamped Langevin MCMC
Tim Zajic
Abstrak
Recent works have derived non-asymptotic upper bounds for convergence of underdamped Langevin MCMC. We revisit these bound and consider introducing scaling terms in the underlying underdamped Langevin equation. In particular, we provide conditions under which an appropriate scaling allows to improve the error bounds in terms of the condition number of the underlying density of interest.
Penulis (1)
T
Tim Zajic
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2019
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- en
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- arXiv
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- Open Access ✓