Showing math.PRShow all
2 papers · 1 filter
math.PR2024
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities
Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang +1
We study the long-time behavior of the underdamped Langevin dynamics, in the case of so-called \emph{weak confinement}. Indeed, any distribution (in position an…
math.PR2023
Weak Poincaré Inequalities for Markov chains: theory and applications
Christophe Andrieu, Anthony Lee, Sam Power +1
We investigate the application of Weak Poincaré Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we i…