Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios The tamed unadjusted Langevin algorithm. (English) Zbl 07107458 Stochastic Processes Appl. 129, No. 10, 3638-3663 (2019). MSC: 65C05 60F05 62L10 PDFBibTeX XMLCite \textit{N. Brosse} et al., Stochastic Processes Appl. 129, No. 10, 3638--3663 (2019; Zbl 07107458) Full Text: DOI arXiv
Durmus, Alain; Fort, Gersende; Moulines, Éric Subgeometric rates of convergence in Wasserstein distance for Markov chains. (English. French summary) Zbl 1355.60096 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1799-1822 (2016). MSC: 60J05 60J10 60J22 60F05 60B10 65C40 65C05 PDFBibTeX XMLCite \textit{A. Durmus} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1799--1822 (2016; Zbl 1355.60096) Full Text: DOI arXiv
Durmus, Alain; Moulines, Éric Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm. (English) Zbl 1332.62282 Stat. Comput. 25, No. 1, 5-19 (2015). MSC: 62M05 60Jxx 65C40 PDFBibTeX XMLCite \textit{A. Durmus} and \textit{É. Moulines}, Stat. Comput. 25, No. 1, 5--19 (2015; Zbl 1332.62282) Full Text: DOI