71 citations · 137 across the 24 of their papers we have counts for
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math.AP2014
Some remarks on degenerate hypoelliptic Ornstein-Uhlenbeck operators
Michela Ottobre, Grigorios Pavliotis, Karel Pravda-Starov
We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in spaces with respect to invariant measures. The purpose of this article is to show how recent results on gener…
math.PR2014★ 6 cited
Diffusion Limit For The Random Walk Metropolis Algorithm Out Of stationarity
J. Kuntz, M. Ottobre, A. M. Stuart
The Random Walk Metropolis (RWM) algorithm is a Metropolis- Hastings MCMC algorithm designed to sample from a given target distribution πwith Lebesgue density on R^N. RWM construct…