Andreas Eberle

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension
The Annals of Applied Probability
2024-10-09Paper
Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
Stochastic and Partial Differential Equations. Analysis and Computations
2024-09-16Paper
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
Bernoulli
2022-12-19Paper
Couplings for Andersen dynamics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2022-07-15Paper
Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
 
2022-01-19Paper
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
Stochastic and Partial Differential Equations. Analysis and Computations
2021-08-12Paper
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension
 
2021-08-02Paper
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
 
2021-05-03Paper
Discrete sticky couplings of functional autoregressive processes
 
2021-04-14Paper
Coupling and convergence for Hamiltonian Monte Carlo
The Annals of Applied Probability
2021-03-18Paper
An elementary approach to uniform in time propagation of chaos
Proceedings of the American Mathematical Society
2020-10-29Paper
Sticky couplings of multidimensional diffusions with different drifts
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2020-01-31Paper
Couplings and quantitative contraction rates for Langevin dynamics
The Annals of Probability
2019-10-08Paper
Quantitative contraction rates for Markov chains on general state spaces
Electronic Journal of Probability
2019-05-16Paper
Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
Transactions of the American Mathematical Society
2019-05-06Paper
Coupling and Convergence for Hamiltonian Monte Carlo
 
2018-05-01Paper
Engineering parallel string sorting
Algorithmica
2017-03-06Paper
Reflection couplings and contraction rates for diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2016-11-29Paper
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
The Annals of Applied Probability
2014-04-04Paper
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-05-13Paper
Reflection coupling and Wasserstein contractivity without convexity
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2011-11-02Paper
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures
Journal of Mathematical Analysis and Applications
2010-02-19Paper
Stability of sequential Markov Chain Monte Carlo methods
ESAIM: Proceedings
2007-11-20Paper
Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures
 
2006-12-03Paper
Spectral Gaps on Discretized Loop Spaces
Infinite Dimensional Analysis, Quantum Probability and Related Topics
2004-08-06Paper
Local spectral gaps on loop spaces.
Journal de Mathématiques Pures et Appliquées. Neuvième Série
2003-09-25Paper
Absence of spectral gaps on a class of loop spaces
Journal de Mathématiques Pures et Appliquées. Neuvième Série
2003-09-07Paper
Local Poincaré inequalities on loop spaces
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique
2002-05-20Paper
Spectral gaps on loop spaces: a counterexample
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
2001-02-20Paper
\(L^p\) uniqueness of non-symmetric diffusion operators with singular drift coefficients
Journal of Functional Analysis
2000-11-13Paper
Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
Lecture Notes in Mathematics
2000-01-19Paper
scientific article; zbMATH DE number 1185133 (Why is no real title available?)
 
1998-08-06Paper
Diffusions on path and loop spaces: existence, finite dimensional approximation and Hölder continuity
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1997-09-09Paper
Girsanov-type transformations of local Dirichlet forms: An analytic approach
Osaka Journal of Mathematics
1997-07-20Paper
scientific article; zbMATH DE number 799017 (Why is no real title available?)
 
1995-12-18Paper
Non-reversible lifts of reversible diffusion processes and relaxation times
 
N/APaper


Research outcomes over time


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