3 papers
math.PR2025
Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
Miha Brešar, Aleksandar Mijatović, Gareth Roberts
Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478…
math.PR2025
Stability of storage processes with general release rates
Miha Brešar, Aleksandar Mijatović, Nikola Sandrić
This paper quantifies the ergodicity and the rate of decay of the tail of the stationary distribution for a broad class of storage models, encompassing constant, linear, and power-…
math.ST2024
Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat
Miha Brešar, Aleksandar Mijatović
Denoising diffusion probabilistic models (DDPMs) represent a recent advance in generative modelling that has delivered state-of-the-art results across many domains of applications.…