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03/22/2023
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms
We study Langevin-type algorithms for sampling from Gibbs distributions ...
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10/18/2022
Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution
We study the deviation inequality for a sum of high-dimensional random m...
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10/17/2022
Parametric estimation of stochastic differential equations via online gradient descent
We propose an online parametric estimation method of stochastic differen...
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04/18/2022