Convergence of stratified MCMC sampling of non-reversible dynamics

DOI10.1007/s40072-024-00325-0MaRDI QIDQ6643683

Gabriel Earle, J. C. Mattingly

Publication date: 26 November 2024

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

zbMATH Keywords

samplingMarkov chainsprobabilityMCMC

Mathematics Subject Classification ID

Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx)

Cites Work

• Markov chains and stochastic stability
• A scaling theory of bifurcations in the symmetric weak-noise escape problem.
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• A mathematical framework for exact milestoning
• Trajectory Stratification of Stochastic Dynamics
• Sharp Entrywise Perturbation Bounds for Markov Chains

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