Sotirios Sabanis

collaborators

3 papers

math.PR2024

A Tamed Euler Scheme for SDEs with Non-Locally Integrable Drift Coefficient

Tim Johnston, Sotirios Sabanis

In this article we show that for SDEs with a drift coefficient that is non-locally integrable, one may define a tamed Euler scheme that converges in $L^{p}$ at rate $1/2$ to the true…

math.PR2023

Taming under isoperimetry

Iosif Lytras, Sotirios Sabanis

In this article we propose a novel taming Langevin-based scheme called $sTULA$ to sample from distributions with superlinearly growing log-gradient which also satisfy a Lo…

math.PR2023

Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case

Tim Johnston, Iosif Lytras, Sotirios Sabanis

In this article we consider sampling from log concave distributions in Hamiltonian setting, without assuming that the objective gradient is globally Lipschitz. We propose two algor…