Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions
Probability
2016-11-11 v1
Abstract
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
Keywords
Cite
@article{arxiv.1611.03141,
title = {Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions},
author = {Gareth O. Roberts and Jeffrey S. Rosenthal},
journal= {arXiv preprint arXiv:1611.03141},
year = {2016}
}