71 citations · 137 across the 24 of their papers we have counts for
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math.PR2016★ 1 cited
Non-stationary phase of the MALA algorithm
J. Kuntz, M. Ottobre, A. M. Stuart
The Metropolis-Adjusted Langevin Algorithm (MALA) is a Markov Chain Monte Carlo method which creates a Markov chain reversible with respect to a given target distribution, pi^N, wi…
math.PR2016★ 23 cited
Bounding stationary averages of polynomial diffusions via semidefinite programming
Juan Kuntz, Michela Ottobre, Guy-Bart Stan +1
We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences of lower (resp. upper) bounds on polynomial stationary averages of d…
math.AP2016★ 14 cited
Pointwise Gradient Bounds for Degenerate Semigroups (of UFG type)
Dan Crisan, Michela Ottobre
In this paper we consider diffusion semigroups generated by second order differential operators of degenerate type. The operators that we consider do not, in general, satisfy the H…