116 citations · 415 across the 17 of their papers we have counts for
3 papers · 1 filter
Note on A. Barbour's paper on Stein's method for diffusion approximations
Mikolaj J. Kasprzak, Andrew B. Duncan, Sebastian J. Vollmer
In (Barbour, 1990) foundations for diffusion approximation via Stein's method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein's me…
An iterative technique for bounding derivatives of solutions of Stein equations
Christian Döbler, Robert E. Gaunt, Sebastian J. Vollmer
We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations , where is a linear differential operator and is the…
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Martin Hairer, Andrew M. Stuart, Sebastian J. Vollmer
We study the problem of sampling high and infinite dimensional target measures arising in applications such as conditioned diffusions and inverse problems. We focus on those that a…