Convergence of diffusions and their discretizations: from continuous to
discrete processes and back

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Convergence of diffusions and their discretizations: from continuous to discrete processes and back

22 April 2019

Valentin De Bortoli

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Papers citing "Convergence of diffusions and their discretizations: from continuous to discrete processes and back"

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Title
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 81 21 0 02 Aug 2021
Geometric convergence of elliptical slice sampling Viacheslav Natarovskii Daniel Rudolf Björn Sprungk 68 12 0 07 May 2021
Discrete sticky couplings of functional autoregressive processes Alain Durmus A. Eberle Aurélien Enfroy Arnaud Guillin Pierre Monmarché 46 7 0 14 Apr 2021
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part II: Theoretical Analysis Valentin De Bortoli Alain Durmus A. F. Vidal Marcelo Pereyra 83 20 0 13 Aug 2020
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity Wenlong Mou Nicolas Flammarion Martin J. Wainwright Peter L. Bartlett 65 68 0 25 Jul 2019
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation Valentin De Bortoli Alain Durmus Marcelo Pereyra A. F. Vidal 85 33 0 28 Jun 2019