Distributional Computational Graphs: Error Bounds
Fuente:
arXiv
Saved in:
| Main Authors: | Elias, Olof Hallqvist, Selby, Michael, Stanley-Marbell, Phillip |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Simulation of elliptic and hypo-elliptic conditional diffusions
by: Bierkens, Joris, et al.
Published: (2018)
by: Bierkens, Joris, et al.
Published: (2018)
Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
by: Dause, Jannis R., et al.
Published: (2026)
by: Dause, Jannis R., et al.
Published: (2026)
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026)
by: Baldassari, Lorenzo, et al.
Published: (2026)
Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
by: Baldassari, Lorenzo, et al.
Published: (2026)
by: Baldassari, Lorenzo, et al.
Published: (2026)
The local coupling of noise technique and its application to lower error bounds for strong approximation of SDEs with irregular coefficients
by: Ellinger, Simon
Published: (2025)
by: Ellinger, Simon
Published: (2025)
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity
by: Ellinger, Simon, et al.
Published: (2024)
by: Ellinger, Simon, et al.
Published: (2024)
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
by: Müller-Gronbach, T., et al.
Published: (2024)
by: Müller-Gronbach, T., et al.
Published: (2024)
On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
by: Ellinger, Simon, et al.
Published: (2025)
by: Ellinger, Simon, et al.
Published: (2025)
High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)
by: Foster, James, et al.
Published: (2022)
Approximating the signature of Brownian motion for high order SDE simulation
by: Foster, James
Published: (2024)
by: Foster, James
Published: (2024)
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
by: Bréhier, Charles-Edouard, et al.
Published: (2026)
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)
by: Bao, Jianhai, et al.
Published: (2025)
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)
by: Vashistha, Divyanshu, et al.
Published: (2025)
Divergence-Kernel method for scores of random systems
by: Ni, Angxiu
Published: (2025)
by: Ni, Angxiu
Published: (2025)
Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
by: Han, Ruiyu, et al.
Published: (2025)
by: Han, Ruiyu, et al.
Published: (2025)
Convergence of a Sequential Monte Carlo algorithm towards multimodal distributions on Rd
by: Han, Ruiyu
Published: (2025)
by: Han, Ruiyu
Published: (2025)
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)
by: Paikaray, Prit Pritam, et al.
Published: (2023)
Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)
by: Ling, Chengcheng
Published: (2024)
An Euler scheme for BSDEs via the Wiener chaos decomposition
by: Lozano, Pere Díaz, et al.
Published: (2025)
by: Lozano, Pere Díaz, et al.
Published: (2025)
Constructing Maximal Germ Couplings of Brownian Motions with Drift
by: Hummel, Sebastian, et al.
Published: (2023)
by: Hummel, Sebastian, et al.
Published: (2023)
Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
by: Droniou, Jerome, et al.
Published: (2024)
by: Droniou, Jerome, et al.
Published: (2024)
On the Weak Error for Local Stochastic Volatility Models
by: Friz, Peter K., et al.
Published: (2025)
by: Friz, Peter K., et al.
Published: (2025)
Boundary error control for numerical solution of BSDEs by the convolution-FFT method
by: Gao, Xiang, et al.
Published: (2025)
by: Gao, Xiang, et al.
Published: (2025)
High order approximations and simulation schemes for the log-Heston process
by: Alfonsi, Aurélien, et al.
Published: (2024)
by: Alfonsi, Aurélien, et al.
Published: (2024)
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Decoupling for Markov Chains
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)
by: Leobacher, Gunther, et al.
Published: (2020)
An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)
by: Laitinen, Pietari, et al.
Published: (2024)
Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
by: Derouich, Mouna Ben, et al.
Published: (2022)
by: Derouich, Mouna Ben, et al.
Published: (2022)
Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024)
by: Jansson, Erik, et al.
Published: (2024)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, et al.
Published: (2026)
by: Huang, Can, et al.
Published: (2026)
Approximation and regularity results for the Heston model and related processes
by: Lombardo, Edoardo
Published: (2025)
by: Lombardo, Edoardo
Published: (2025)
Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks
by: Lupascu-Stamate, Oana, et al.
Published: (2024)
by: Lupascu-Stamate, Oana, et al.
Published: (2024)
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
by: Schuh, Katharina, et al.
Published: (2024)
by: Schuh, Katharina, et al.
Published: (2024)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)
by: Hao, Zimo, et al.
Published: (2024)
A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)
by: Aryasova, Olga, et al.
Published: (2025)
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
by: Angeli, Letizia, et al.
Published: (2023)
by: Angeli, Letizia, et al.
Published: (2023)
Similar Items
-
Simulation of elliptic and hypo-elliptic conditional diffusions
by: Bierkens, Joris, et al.
Published: (2018) -
Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
by: Dause, Jannis R., et al.
Published: (2026) -
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026) -
Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
by: Baldassari, Lorenzo, et al.
Published: (2026) -
The local coupling of noise technique and its application to lower error bounds for strong approximation of SDEs with irregular coefficients
by: Ellinger, Simon
Published: (2025)