136 citations · 308 across the 13 of their papers we have counts for
3 papers · 2 filters
Quantitative contraction rates for Markov chains on general state spaces
Andreas Eberle, Mateusz B. Majka
We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ( Wasserstein) distances. For diffusion processes, relatively pr…
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)…