64 citations · 87 across the 3 of their papers we have counts for
6 papers
An Elementary Approach To Uniform In Time Propagation Of Chaos
Alain Durmus, Andreas Eberle, Arnaud Guillin +1
Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction…
Coupling and Convergence for Hamiltonian Monte Carlo
Nawaf Bou-Rabee, Andreas Eberle, Raphael Zimmer
Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein)…
Couplings and quantitative contraction rates for Langevin dynamics
Andreas Eberle, Arnaud Guillin, Raphael Zimmer
We introduce a new probabilistic approach to quantify convergence to equilibrium for (kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the ass…
Sticky couplings of multidimensional diffusions with different drifts
Andreas Eberle, Raphael Zimmer
We present a novel approach of coupling two multidimensional and non-degenerate Itô processes and which follow dynamics with different drifts. Our coupling is stick…
Quantitative Harris type theorems for diffusions and McKean-Vlasov processes
Andreas Eberle, Arnaud Guillin, Raphael Zimmer
We consider -valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contracti…
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
Raphael Zimmer
Given a separable and real Hilbert space and a trace-class, symmetric and non-negative operator , we examine the equation…