Number of items: 5.
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)
This list was generated on Tue Dec 10 23:18:33 2019 GMT.
