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20152026
most citedCoupling and exponential ergodicity for stochastic differential equations driven by Lévy processes

40 citations · 69 across the 16 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

math.PR2020★ 1 cited

Approximation of heavy-tailed distributions via stable-driven SDEs

Lu-Jing Huang, Mateusz B. Majka, Jian Wang

Constructions of numerous approximate sampling algorithms are based on the well-known fact that certain Gibbs measures are stationary distributions of ergodic stochastic differenti…

stat.ML2020

Multi-index Antithetic Stochastic Gradient Algorithm

Mateusz B. Majka, Marc Sabate-Vidales, Łukasz Szpruch

Stochastic Gradient Algorithms (SGAs) are ubiquitous in computational statistics, machine learning and optimisation. Recent years have brought an influx of interest in SGAs, and th…