Error analysis of the transport properties of Metropolized schemes (Q5744933): Difference between revisions

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+Q3097438
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+Q4269108
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+Metropolis Integration Schemes for Self-Adjoint Diffusions
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+Nonasymptotic mixing of the MALA algorithm
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+Pathwise accuracy and ergodicity of metropolized integrators for SDEs
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+A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
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+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
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+Monte Carlo sampling methods using Markov chains and their applications
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+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
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+Exponential convergence of Langevin distributions and their discrete approximations
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