120 citations · 568 across the 33 of their papers we have counts for
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math.PR2017★ 25 cited
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions
A. B. Duncan, N. Nuesken, G. A. Pavliotis
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invari…
math.PR2017★ 5 cited
Note on A. Barbour's paper on Stein's method for diffusion approximations
Mikolaj J. Kasprzak, Andrew B. Duncan, Sebastian J. Vollmer
In (Barbour, 1990) foundations for diffusion approximation via Stein's method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein's me…
math.PR2014
Homogenization of lateral diffusion on a random surface
A. B. Duncan
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The a…