Reflection coupling and Wasserstein contractivity without convexity
From MaRDI portal
Recommendations
- Reflection couplings and contraction rates for diffusions
- Dimensional contraction via Markov transportation distance
- Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
- Quantitative contraction rates for Markov chains on general state spaces
- Couplings and quantitative contraction rates for Langevin dynamics
Cites work
- Coupling methods for multidimensional diffusion processes
- Coupling of multidimensional diffusions by reflection
- Estimation of spectral gap for elliptic operators
- Functional Integration and Partial Differential Equations. (AM-109)
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
Cited in
(42)- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- scientific article; zbMATH DE number 2247650 (Why is no real title available?)
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Semi log-concave Markov diffusions
- Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Hypocoercivity properties of adaptive Langevin dynamics
- Geometric ergodicity of SGLD via reflection coupling
- Exponential convergence in \(L^p\)-Wasserstein distance for diffusion processes without uniformly dissipative drift
- Asymptotics of smoothed Wasserstein distances
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- On sub-geometric ergodicity of diffusion processes
- Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
- Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
- Couplings and quantitative contraction rates for Langevin dynamics
- Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
- Exponential convergence in the Wasserstein metric \(W_1\) for one dimensional diffusions
- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
- Using coupling methods to estimate sample quality of stochastic differential equations
- Monotonicity of time-dependent transportation costs and coupling by reflection
- Sticky couplings of multidimensional diffusions with different drifts
- Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes
- Numerical computations of geometric ergodicity for stochastic dynamics
- Exponential ergodicity for Markov processes with random switching
- Quantitative contraction rates for Markov chains on general state spaces
- Reflection couplings and contraction rates for diffusions
- Maximum entropy methods for texture synthesis: theory and practice
- An elementary approach to uniform in time propagation of chaos
- Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
- Transportation inequalities for stochastic differential equations of pure jumps
- On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems
- Exponential contraction rates for a class of degenerate SDEs with Lévy noises
- Exponential contraction in Wasserstein distances for diffusion semigroups with negative curvature
- Piecewise deterministic Markov process -- recent results
- On the Poincaré constant of log-concave measures
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Nonasymptotic bounds for sampling algorithms without log-concavity
This page was built for publication: Reflection coupling and Wasserstein contractivity without convexity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q643629)
