Diffusion approximations and control variates for MCMC
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Cites work
- A new weak dependence condition and applications to moment inequalities
- Adaptive estimation of a quadratic functional by model selection.
- Adaptive proposal distribution for random walk Metropolis algorithm
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Control functionals for Monte Carlo integration
- Control Techniques for Complex Networks
- Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
- Empirical variance minimization with applications in variance reduction and optimal control
- Error analysis of the transport properties of metropolized schemes
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Exponential convergence of Langevin distributions and their discrete approximations
- Geometric ergodicity of Metropolis algorithms
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- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
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- Markov Chains
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
- On the Poisson equation for Metropolis-Hastings chains
- Regularized zero-variance control variates
- Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization
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- Variance reduction for dependent sequences with applications to stochastic gradient MCMC
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- Weak backward error analysis for overdamped Langevin processes
- Zero variance differential geometric Markov chain Monte Carlo algorithms
- Zero variance Markov chain Monte Carlo for Bayesian estimators
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