Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981)
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scientific article; zbMATH DE number 7692273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds |
scientific article; zbMATH DE number 7692273 |
Statements
Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (English)
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5 June 2023
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ergodic diffusion
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Euler scheme with decreasing step
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invariant distribution
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\(L^1\)-Wasserstein distance
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Malliavin calculus
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multiplicative noise
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total variation distance
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unadjusted Langevin algorithm
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weak error
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