Discrete sticky couplings of functional autoregressive processes

DOI10.1214/24-AAP2053MaRDI QIDQ7034164zbMATH OpenFDO

Authors Alain Durmus, Andreas Eberle, Aurélien Enfroy, Arnaud Guillin, Pierre Monmarché

Publication date 31 January 2025

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AAP2053

zbMATH Keywords

Bayesian inferencediscrete sticky couplingsfunctional autoregressive processesMarkov chainsODE parametersstochastic stabilitytotal variation boundsWasserstein distances

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Bayesian inference (62F15)

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Cited in

(1)

• Discrete sticky couplings of functional autoregressive processes

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