Langevin diffusions are rapidly convergent under appropriate functional inequality
assumptions. Hence, it is natural to expect that with additional smoothness conditions to …

We establish existence of Stein kernels for probability measures on R^d satisfying a
Poincaré inequality, and obtain bounds on the Stein discrepancy of such measures …

Comparison of Markov chains via weak Poincare inequalities with application to pseudo-marginal
MCMC Page 1 The Annals of Statistics 2022, Vol. 50, No. 6, 3592–3618 https://doi.org/10.1214/22-AOS2241 …

We give by simple arguments sufficient conditions, so called Lyapunov conditions, for
Talagrand's transportation information inequality and for the logarithmic Sobolev inequality …

We revisit functional central limit theorems for additive functionals of ergodic Markov
diffusion processes. Translated in the language of partial differential equations of evolution …

We study coercive inequalities on finite dimensional metric spaces with probability
measures which do not have volume doubling property. This class of inequalities includes …

We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to
study their rates of convergence and to derive complexity bounds. At a theoretical level we …

We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of
ergodic Markov chains. Motivated by the application of Markov chains in the context of …

In this paper, we extend the spectral method developed (Dechicha and Puel) to any
dimension d⩾ 1, in order to construct an eigen-solution for the Fokker–Planck operator with …

We analyze the complexity of sampling from a class of heavy-tailed distributions by
discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities …