Roy, Abhishek; Shen, Lingqing; Balasubramanian, Krishnakumar; Ghadimi, Saeed Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference. (English) Zbl 07526607 Bernoulli 28, No. 3, 1810-1834 (2022). MSC: 62F15 65Cxx 90Cxx PDFBibTeX XMLCite \textit{A. Roy} et al., Bernoulli 28, No. 3, 1810--1834 (2022; Zbl 07526607) Full Text: DOI arXiv Link
Sanz-Serna, Jesus Maria; Zygalakis, Konstantinos C. Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations. (English) Zbl 07626757 J. Mach. Learn. Res. 22, Paper No. 242, 37 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{J. M. Sanz-Serna} and \textit{K. C. Zygalakis}, J. Mach. Learn. Res. 22, Paper No. 242, 37 p. (2021; Zbl 07626757) Full Text: arXiv Link