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math.PR2021
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…
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…