688 citations
- Centre de Recherche en Mathématiques de la DécisionFR145 papers
- Centre National de la Recherche ScientifiqueFR93 papers
- Université Paris Sciences et LettresFR36 papers
- Centre de Recherche en Économie et StatistiqueFR23 papers
- Université Paris CitéFR19 papers
- École PolytechniqueFR15 papers
- Sorbonne UniversitéFR13 papers
- Institut Universitaire de FranceFR10 papers
- University of WarwickGB10 papers
- Institut national de recherche en sciences et technologies du numériqueFR8 papers
- LamsadeFR8 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR7 papers
4 papers · 1 filter
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
H. Djellout, A. Guillin, L. Wu
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-…
A nonlinear fourth-order parabolic equation and related logarithmic Sobolev inequalities
J. Dolbeault, I. Gentil, A. Jungel
A nonlinear fourth-order parabolic equation in one space dimension with periodic boundary conditions is studied. This equation arises in the context of fluctuations of a stationary…
A mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling
James P. Hobert, Christian P. Robert
Let X={X_n:n=0,1,2,...} be an irreducible, positive recurrent Markov chain with invariant probability measure π. We show that if X satisfies a one-step minorization condition, then…
Moderate deviations for particle filtering
R. Douc, A. Guillin, J. Najim
Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t…