scientific article; zbMATH DE number 7626757
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Cited in
(20)- Approximations of piecewise deterministic Markov processes and their convergence properties
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- WASSERSTEIN DISTANCES FOR VORTICES APPROXIMATION OF EULER-TYPE EQUATIONS
- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
- A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
- Efficient Bayesian Computation for Low-Photon Imaging Problems
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
- Optimal friction matrix for underdamped Langevin sampling
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition
- Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations
- Contraction and convergence rates for discretized kinetic Langevin dynamics
- Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Approximation of the invariant measure for stable stochastic differential equations by the Euler-Maruyama scheme with decreasing step sizes
- Squared Wasserstein-2 loss functions for efficient learning of stochastic differential equations
- Ergodic semi-implicit approximations to periodic measures of stochastic differential equations with locally Lipschitz drifts -- error analysis in Wasserstein distance
- HMC and underdamped Langevin united in the unadjusted convex smooth case
- Piecewise deterministic sampling with splitting schemes
- Unbiased kinetic Langevin Monte Carlo with inexact gradients
- Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions
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