collaborators

1 paper

math.ST2023

Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling

Ye He, Tyler Farghly, Krishnakumar Balasubramanian +1

We analyze the complexity of sampling from a class of heavy-tailed distributions by discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities. B…