Mateusz B. Majka

From MaRDI portal
Person:1679477

Available identifiers

zbMath Open majka.mateusz-bMaRDI QIDQ1679477

List of research outcomes





PublicationDate of PublicationType
\(L^2\)-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems2025-01-08Paper
Optimal Markovian coupling for finite activity Lévy processes2024-08-20Paper
$L^2$-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems2023-10-24Paper
Multi-index antithetic stochastic gradient algorithm2023-07-18Paper
Entropic mean-field min-max problems via Best Response and Fisher-Rao flows2023-06-05Paper
Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes2023-04-03Paper
Optimal Markovian coupling for finite activity L\'evy processes2022-10-20Paper
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise2022-07-27Paper
Polyak-\L ojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes2022-06-06Paper
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise2022-02-25Paper
Approximation of heavy-tailed distributions via stable-driven SDEs2021-07-09Paper
Nonasymptotic bounds for sampling algorithms without log-concavity2021-03-18Paper
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift2020-09-24Paper
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations2020-02-26Paper
Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling2020-01-31Paper
Quantitative contraction rates for Markov chains on general state spaces2019-05-16Paper
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes2017-11-09Paper

Research outcomes over time

This page was built for person: Mateusz B. Majka