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20162018
most citedCoupling and Convergence for Hamiltonian Monte Carlo

64 citations · 87 across the 3 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016

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…

math.PR2016

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…

math.PR2016★ 10 cited

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…