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math.PR2021★ 5 cited
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics
Alain Durmus, Aurélien Enfroy, Éric Moulines +1
We study the convergence in total variation and -norm of discretization schemes of the underdamped Langevin dynamics. Such algorithms are very popular and commonly used in molec…
math.PR2021★ 2 cited
Discrete sticky couplings of functional autoregressive processes
Alain Durmus, Andreas Eberle, Aurélien Enfroy +2
In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with i…