Institutional tag:
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study,in this paper, the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on $\ mathbb {R}^{d} $. The main results are nonasymptotic variance and bias bounds. I will discuss in this talk the main tools and motivation that allow us to arrive to those results.
Dates:
Friday, March 3, 2017 - 11:00
Location:
Inria, room A00
Speaker(s):
James Ridgway
Affiliation(s):
Inria SequeL
Speaker's URL:
Presented work's URL: