Latest Research in Markov Chains and Monte Carlo Methods

Top Research Topics in Markov Chains and Monte Carlo Methods

• Optimization and Control — 32 papers
• Markov Chains and Monte Carlo Methods — 8 papers
• Numerical Analysis — 5 papers
• Computation — 5 papers
• Statistics Theory — 5 papers
• Signal Processing — 4 papers
• Machine Learning — 4 papers
• Machine Learning — 3 papers
• Information Theory — 3 papers
• Stochastic processes and financial applications — 1 papers

Highest-Cited Papers

1. A Few Accelerated Algorithms for Convex Optimization under $(H_0,H_1)$-Smoothness
2. Complexity of Normalized Stochastic First-Order Methods with Momentum Under Heavy-Tailed Noise
3. Multidimensional Integral Fractional Ornstein--Uhlenbeck Process with an Application to Animal Movement
4. A New Algorithm for Split Minimization Using a Relaxed Inertial Gradient Direction Method With Conjugate Gradient and Self‐Adaptive Step Size
5. A Generalized Energy-Based Adaptive Gradient Method for Optimization
6. A Unified Kullback--Leibler Divergence Analysis of Generative Diffusion Models via Entropy Production Rate
7. Computing with traceable tensor networks
8. Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions
9. Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions
10. Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions
11. Sampling Decisions: Exact Path-Space Control for Physics-Informed Generative Sampling
12. On randomized step sizes in Metropolis–Hastings algorithms
13. Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions
14. Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions
15. A Policy Iteration Scheme for Semilinear Stochastic Hamilton-Jacobi-Bellman Equations with Exponential Convergence
16. Adaptivity via a Parallel Architecture for Stochastic Gradient Methods
17. Sinkhorn Hamiltonian Monte Carlo for Entropic Optimal Transport Generalized Bayes
18. The Geometry of Statistical Feature Learning in Mean-Field Langevin Dynamics
19. Accelerated ADMM: Automated Parameter Tuning and Improved Linear Convergence
20. On Geometric Asymmetry and Information in Sequential Dimension Reduction