136 citations · 308 across the 13 of their papers we have counts for
Showing 2021 · math.PRShow all
3 papers · 2 filters
math.PR2021
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension
Alain Oliviero Durmus, Andreas Eberle
Inexact Markov Chain Monte Carlo methods rely on Markov chains that do not exactly preserve the target distribution. Examples include the unadjusted Langevin algorithm (ULA) and un…
math.PR2021★ 21 cited
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
Nawaf Bou-Rabee, Andreas Eberle
We provide quantitative upper bounds on the total variation mixing time of the Markov chain corresponding to the unadjusted Hamiltonian Monte Carlo (uHMC) algorithm. For two genera…
math.PR2021★ 2 cited
Discrete sticky couplings of functional autoregressive processes
Alain Durmus, Andreas Eberle, Aurélien Enfroy +2
In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with i…