Search Results - "Eberle, Andreas"

COUPLINGS AND QUANTITATIVE CONTRACTION RATES FOR LANGEVIN DYNAMICS by Eberle, Andreas, Guillin, Arnaud, Zimmer, Raphael

“…We introduce a new probabilistic approach to quantify convergence to equilibrium for (kinetic) Langevin processes. In contrast to previous analytic approaches…”
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Reflection couplings and contraction rates for diffusions by Eberle, Andreas

“…We consider contractivity for diffusion semigroups w.r.t. Kantorovich ( L 1 Wasserstein) distances based on appropriately chosen concave functions. These…”
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ERROR BOUNDS FOR METROPOLIS-HASTINGS ALGORITHMS APPLIED TO PERTURBATIONS OF GAUSSIAN MEASURES IN HIGH DIMENSIONS by Eberle, Andreas

“…The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper…”
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Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension by Durmus, Alain, Eberle, Andreas

“…Inexact Markov chain Monte Carlo methods rely on Markov chains that do not exactly preserve the target distribution. Examples include the unadjusted Langevin…”
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COUPLING AND CONVERGENCE FOR HAMILTONIAN MONTE CARLO by Bou-Rabee, Nawaf, Eberle, Andreas, Zimmer, Raphael

“…Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed…”
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A Pose-Sensitive Embedding for Person Re-identification with Expanded Cross Neighborhood Re-ranking by Sarfraz, M. Saquib, Schumann, Arne, Eberle, Andreas, Stiefelhagen, Rainer

“…Person re-identification is a challenging retrieval task that requires matching a person's acquired image across non-overlapping camera views. In this paper we…”
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Quantitative contraction rates for Markov chains on general state spaces by Eberle, Andreas, Majka, Mateusz B.

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Non-reversible lifts of reversible diffusion processes and relaxation times by Eberle, Andreas, Lörler, Francis

“…We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications…”
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Engineering Parallel String Sorting by Bingmann, Timo, Eberle, Andreas, Sanders, Peter

“…We discuss how string sorting algorithms can be parallelized on modern multi-core shared memory machines. As a synthesis of the best sequential string sorting…”
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Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions by Bou-Rabee, Nawaf, Eberle, Andreas

“…We derive non-asymptotic quantitative bounds for convergence to equilibrium of the exact preconditioned Hamiltonian Monte Carlo algorithm (pHMC) on a Hilbert…”
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Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods by Eberle, Andreas, Marinelli, Carlo

“…We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov…”
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Sticky nonlinear SDEs and convergence of McKean–Vlasov equations without confinement by Durmus, Alain, Eberle, Andreas, Guillin, Arnaud, Schuh, Katharina

“…We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as…”
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Correction to: Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions by Bou-Rabee, Nawaf, Eberle, Andreas

“…A Correction to this paper has been published: 10.1007/s40072-020-00175-6…”
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L p estimates for Feynman–Kac propagators with time-dependent reference measures by Eberle, Andreas, Marinelli, Carlo

“…We introduce a class of time-inhomogeneous transition operators of Feynman–Kac type that can be considered as a generalization of symmetric Markov semigroups…”
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LP estimates for Feynman-Kac propagators with time-dependent reference measures by EBERLE, Andreas, MARINELLI, Carlo

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Non-reversible lifts of reversible diffusion processes and relaxation times by Eberle, Andreas, Lörler, Francis

“…We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications…”
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Sticky coupling as a control variate for sensitivity analysis by Darshan, Shiva, Eberle, Andreas, Stoltz, Gabriel

“…We present and analyze a control variate strategy based on couplings to reduce the variance of finite difference estimators of sensitivity coefficients, called…”
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Pose-Driven Deep Models for Person Re-Identification by Eberle, Andreas

“…Person re-identification (re-id) is the task of recognizing and matching persons at different locations recorded by cameras with non-overlapping views. One of…”
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Socioeconomic inequalities in cancer incidence and mortality—a spatial analysis in Bremen, Germany by Eberle, Andrea, Luttmann, Sabine, Foraita, Ronja, Pohlabeln, Hermann

“…Aim Several international studies have already investigated the influence of socioeconomic factors on the risk of cancer. For Germany, however, the data are…”
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Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension by Durmus, Alain Oliviero, Eberle, Andreas

“…Inexact Markov Chain Monte Carlo methods rely on Markov chains that do not exactly preserve the target distribution. Examples include the unadjusted Langevin…”
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