2019

Giles, Michael B., Majka, Mateusz B., Szpruch, Lukasz, Vollmer, Sebastian and Zygalakis, Konstantinos C. (2019) Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Statistics and Computing . doi:10.1007/s11222-019-09890-0

Eberle, Andreas and Majka, Mateusz B. (2019) Quantitative contraction rates for Markov chains on general state spaces. Electronic Journal of Probability, 24 (26). doi:10.1214/19-EJP287

Majka, Mateusz B., Mijatović, Aleksandar and Szpruch, Lukasz (2019) Non-asymptotic bounds for sampling algorithms without log-concavity. The Annals of Applied Probability . (In Press)

Eberle, Andreas and Majka, Mateusz B. (2019) Quantitative contraction rates for Markov chains on general state spaces. Electronic Journal of Probability, 24 (26). doi:10.1214/19-EJP287

2018

Majka, Mateusz B. (2018) Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling. Annales de l'Institut Henri Poincare (B) Probability and Statistics . (In Press)