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Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients

  • Neil K. Chada
  • , Benedict Leimkuhler
  • , Daniel Paulin
  • , Peter A. Whalley

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

1 Downloads (CityUHK Scholars)
Original languageEnglish
JournalAnnals of Statistics
Publication statusAccepted/In press/Filed - 2026

Funding

The authors acknowledge the support of the Engineering and Physical Sciences Research Council Grant EP/S023291/1 (MAC-MIGS Centre for Doctoral Training). NKCis supported by an EPSRC-UKRI AI for Net Zero Grant: “Enabling CO2 Capture And Storage Projects Using AI", (Grant EP/Y006143/1). NKC is supported by a City University of Hong Kong Start-up Grant, project number: 7200809. DP is supported by a Nanyang Technological University Start-up Grant, project number: 024968-00001.

Research Keywords

  • unbiased estimation
  • kinetic Langevin dynamics
  • multilevel Monte Carlo
  • stochastic gradient

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