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math.PR2022★ 2 cited
Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting
Ariel Neufeld, Matthew Ng Cheng En, Ying Zhang
We consider the problem of sampling from a high-dimensional target distribution on with density proportional to using explicit numerical…
math.PR2017★ 13 cited
On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
Sotirios Sabanis, Ying Zhang
A conjecture appears in \cite{milsteinscheme}, in the form of a remark, where it is stated that it is possible to construct, in a specified way, any high order explicit numerical s…