Derives KL and TV error bounds for kTULA and tRLMC schemes, giving near-optimal ilde O(ε^{-1/2}) complexity for kTULA and ilde O(ε^{-1}) for tRLMC under log-Sobolev sampling.
Geometric ergodicity of modified euler schemes for sdes with super-linearity.arXiv preprint arXiv:2412.19377, 2024
2 Pith papers cite this work. Polarity classification is still indexing.
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Establishes exponential ergodicity and convergence rates between exact and tamed-Euler invariant measures for McKean-Vlasov Lévy SDEs via propagation of chaos and uniform-in-time strong convergence.
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Error estimates for tamed Euler and Randomized Euler schemes for SDEs with locally Lipschitz drift with applications to non-logconcave sampling and optimization
Derives KL and TV error bounds for kTULA and tRLMC schemes, giving near-optimal ilde O(ε^{-1/2}) complexity for kTULA and ilde O(ε^{-1}) for tRLMC under log-Sobolev sampling.
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Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by L\'evy noise
Establishes exponential ergodicity and convergence rates between exact and tamed-Euler invariant measures for McKean-Vlasov Lévy SDEs via propagation of chaos and uniform-in-time strong convergence.