4 papers · 1 filter
Convergence rate of the occupation measure of classes of ergodic processes toward their invariant distribution in mean Wasserstein distance
Gilles Pagès, Fabien Panloup
N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stati…
Kolmogorov-Smirnov distance and discrepancies versus Wasserstein distances
Gilles Pagès, Fabien Panloup
We establish inequalities that compare the p-Wasserstein distance to distances which are built as suprema of box measures. More precisely, when the measures are supported on $[0,1]…
Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
Fabien Panloup, Julien Reygner
We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution…
Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation
Mohamed Alfaki Aboubacrine Assadeck, Fabien Panloup
In \cite{BCP}, the authors built and studied an algorithm based on the (self)-interaction of a dynamics with its occupation measure to approximate Quasi-Stationary Distributions (Q…