64 citations · 87 across the 3 of their papers we have counts for
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math.PR2018
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…
math.PR2018★ 64 cited
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)…