4 papers
math.PR2025
High-dimensional normal approximations for sums of Langevin Markov chains
Tian Shen, Zhonggen Su, Xiaolin Wang
Consider the well-known Langevin diffusion on and its Euler-Maruyama discretization give…
math.ST2025
Convergence rate of randomized midpoint Langevin Monte Carlo
Ruinan Li, Tian Shen, Zhonggen Su
The randomized midpoint Langevin Monte Carlo (RLMC), introduced by Shen and Lee (2019), is a variant of classical Unadjusted Langevin Algorithm. It was shown in the literature that…
math.ST2025
Non-asymptotic Analysis of Poisson randomized midpoint Langevin Monte Carlo
Tian Shen, Zhonggen Su
The task of sampling from a high-dimensional distribution on is a fundamental algorithmic problem with applications throughout statistics, engineering, and the sciences…
math.CA2025
Heat kernel estimates, fractional Riesz transforms and applications on exterior domains
Renjin Jiang, Tianjun Shen, Sibei Yang +1
In this paper, we derive sharp two side heat kernel estimate on exterior domains in the plane, and sharp upper heat kernel bound on exterior domains…