19 citations · 104 across the 45 of their papers we have counts for
4 papers · 2 filters
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
Alain Durmus, Eric Moulines, Alexey Naumov +1
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding ineq…
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension
Alain Oliviero Durmus, Andreas Eberle
Inexact Markov Chain Monte Carlo methods rely on Markov chains that do not exactly preserve the target distribution. Examples include the unadjusted Langevin algorithm (ULA) and un…
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…
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…