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20052026
most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 114 across the 27 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.PR2021★ 1 cited

Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme

Pierre Bras, Gilles Pagès, Fabien Panloup

We give bounds for the total variation distance between the solutions to two stochastic differential equations starting at the same point and with close coefficients, which applies…

math.NA2021

Multilevel-Langevin pathwise average for Gibbs approximation

Maxime Egéa, Fabien Panloup

We propose and study a new multilevel method for the numerical approximation of a Gibbs distribution on , based on (overdamped) Langevin diffusions. This method i…