Reflection coupling and Wasserstein contractivity without convexity

DOI10.1016/J.CRMA.2011.09.003zbMATH Open1229.60091OpenAlexW1997866381MaRDI QIDQ643629FDOQ643629

Authors: Andreas Eberle 

Publication date: 2 November 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.09.003

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zbMATH Keywords

Wasserstein distancediffusionscoupling by reflectioncontractivity

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Functional Integration and Partial Differential Equations. (AM-109)
• Coupling of multidimensional diffusions by reflection
• Coupling methods for multidimensional diffusion processes
• Estimation of spectral gap for elliptic operators
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations

Cited In (42)

• Transportation inequalities for stochastic differential equations of pure jumps
• Numerical computations of geometric ergodicity for stochastic dynamics
• Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
• Asymptotics of smoothed Wasserstein distances
• Exponential contraction in Wasserstein distances for diffusion semigroups with negative curvature
• Reflection couplings and contraction rates for diffusions
• Title not available (Why is that?)
• An entropic approach for Hamiltonian Monte Carlo: the idealized case
• Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
• Hypocoercivity properties of adaptive Langevin dynamics
• On the Poincaré constant of log-concave measures
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
• Using coupling methods to estimate sample quality of stochastic differential equations
• Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes
• Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
• \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
• Exponential convergence in the Wasserstein metric \(W_1\) for one dimensional diffusions
• Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
• Sticky couplings of multidimensional diffusions with different drifts
• Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems
• Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity
• Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
• Semi log-concave Markov diffusions
• Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
• Exponential contraction rates for a class of degenerate SDEs with Lévy noises
• Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
• Exponential ergodicity for Markov processes with random switching
• Geometric ergodicity of SGLD via reflection coupling
• Nonasymptotic bounds for sampling algorithms without log-concavity
• Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
• On sub-geometric ergodicity of diffusion processes
• Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
• Piecewise deterministic Markov process -- recent results
• Exponential convergence in \(L^p\)-Wasserstein distance for diffusion processes without uniformly dissipative drift
• Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
• Monotonicity of time-dependent transportation costs and coupling by reflection
• Maximum entropy methods for texture synthesis: theory and practice
• An elementary approach to uniform in time propagation of chaos
• Couplings and quantitative contraction rates for Langevin dynamics
• Quantitative contraction rates for Markov chains on general state spaces

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