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Hong-Yew Tan

1 paper hereh-index 112 citations2 works total

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  • math.ST1

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1 paper

math.ST2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Hong Ye Tan, Yifan Chen

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic ope…

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