255 citations · 949 across the 71 of their papers we have counts for
7 papers · 1 filter
Lyapunov conditions for logarithmic Sobolev and Super Poincaré inequality
Patrick Cattiaux, Arnaud Guillin, Feng-Yu Wang +1
We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or -Sobolev). The case of P…
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…
Convergence of adaptive mixtures of importance sampling schemes
R. Douc, A. Guillin, J. -M. Marin +1
In the design of efficient simulation algorithms, one is often beset with a poor choice of proposal distributions. Although the performance of a given simulation kernel can clarify…
Transportation-information inequalities for Markov processes
Arnaud Guillin, Christian Leonard, Liming Wu +1
In this paper, one investigates the following type of transportation-information inequalities: for all probability measures on some metric space…
Trends to Equilibrium in Total Variation Distance
Patrick Cattiaux, Arnaud Guillin
This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initia…
Rate of Converrgence for ergodic continuous Markov processes : Lyapunov versus Poincare
Dominique Bakry, Patrick Cattiaux, Arnaud Guillin
We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie,…