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math.PR2024
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
Martin Chak, Pierre Monmarché
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The…
math.PR2024
Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions
Martin Chak
Given global Lipschitz continuity and differentiability of high enough order on the coefficients in Itô's equation, differentiability of associated semigroups, existence of twice…