The intertemporal keynesian cross
We generalize the traditional, static Keynesian cross by deriving an intertemporal Keynesian
cross for the dynamic output response to government spending and taxes in microfounded …
cross for the dynamic output response to government spending and taxes in microfounded …
The bouncy particle sampler: A nonreversible rejection-free Markov chain Monte Carlo method
A Bouchard-Côté, SJ Vollmer… - Journal of the American …, 2018 - Taylor & Francis
ABSTRACT Many Markov chain Monte Carlo techniques currently available rely on discrete-
time reversible Markov processes whose transition kernels are variations of the Metropolis …
time reversible Markov processes whose transition kernels are variations of the Metropolis …
Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
We consider ${\mathbb {R}}^ d $-valued diffusion processes of type\begin {align*} dX_t\=\b
(X_t) dt+ dB_t.\end {align*} Assuming a geometric drift condition, we establish contractions of …
(X_t) dt+ dB_t.\end {align*} Assuming a geometric drift condition, we establish contractions of …
General criteria for the study of quasi-stationarity
N Champagnat, D Villemonais - Electronic Journal of Probability, 2023 - projecteuclid.org
For Markov processes with absorption, we provide general criteria ensuring the existence
and the exponential non-uniform convergence in weighted total variation norm to a quasi …
and the exponential non-uniform convergence in weighted total variation norm to a quasi …
On the arithmetic and geometric fusion of beliefs for distributed inference
We study the asymptotic learning rates of belief vectors in a distributed hypothesis testing
problem under linear and log-linear combination rules. We show that under both …
problem under linear and log-linear combination rules. We show that under both …
Batch normalization orthogonalizes representations in deep random networks
H Daneshmand, A Joudaki… - Advances in Neural …, 2021 - proceedings.neurips.cc
This paper underlines an elegant property of batch-normalization (BN): Successive batch
normalizations with random linear updates make samples increasingly orthogonal. We …
normalizations with random linear updates make samples increasingly orthogonal. We …
[图书][B] Ergodic behavior of Markov processes: with applications to limit theorems
A Kulik - 2017 - books.google.com
The general topic of this book is the ergodic behavior of Markov processes. A detailed
introduction to methods for proving ergodicity and upper bounds for ergodic rates is …
introduction to methods for proving ergodicity and upper bounds for ergodic rates is …
A non‐conservative Harris ergodic theorem
We consider non‐conservative positive semigroups and obtain necessary and sufficient
conditions for uniform exponential contraction in weighted total variation norm. This ensures …
conditions for uniform exponential contraction in weighted total variation norm. This ensures …
Subgeometric rates of convergence of Markov processes in the Wasserstein metric
O Butkovsky - 2014 - projecteuclid.org
We establish subgeometric bounds on convergence rate of general Markov processes in the
Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition …
Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition …