Search Results for author: Gilles Pages

Found 2 papers, 0 papers with code

Unajusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds

no code implementations28 Dec 2020 Gilles Pages, Fabien Panloup

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient).

Probability Statistics Theory Statistics Theory

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