Tim Johnston

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A tamed Euler scheme for SDEs with non-locally integrable drift coefficient
Stochastic Processes and their Applications
2025-11-17Paper
Taming the interacting particle Langevin algorithm: the superlinear case
Applied Mathematics and Optimization
2025-07-18Paper
Interacting particle Langevin algorithm for maximum marginal likelihood estimation
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2025-07-14Paper
Kinetic Langevin MCMC sampling without gradient Lipschitz continuity -- the strongly convex case
Journal of Complexity
2024-10-07Paper
A strongly monotonic polygonal Euler scheme
Journal of Complexity
2024-02-05Paper
Convergence Of The Unadjusted Langevin Algorithm For Discontinuous Gradients2023-12-04Paper
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation2023-03-23Paper
Taming the Interacting Particle Langevin Algorithm -- the superlinear case
(available as arXiv preprint)
N/APaper


Research outcomes over time


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