Proposes KIPLMC algorithms based on joint parameter-latent diffusions with nonasymptotic Wasserstein-2 rates under strong concavity, claiming improved dimension dependence over prior Langevin methods.
The ecme algorithm: a simple extension of em and ecm with faster monotone convergence.Biometrika, 81(4):633–648
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Kinetic Interacting Particle Langevin Monte Carlo
Proposes KIPLMC algorithms based on joint parameter-latent diffusions with nonasymptotic Wasserstein-2 rates under strong concavity, claiming improved dimension dependence over prior Langevin methods.