On sample complexity for covariance estimation via the unadjusted Langevin algorithm

MaRDI QIDQ7215204arXivFDO

Authors Shogo H. Nakakita

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05)

arXiv classification

math.PR

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