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Mateusz B. Majka
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Cited by
Year
Nonasymptotic bounds for sampling algorithms without log-concavity
MB Majka, A Mijatović, Ł Szpruch
The Annals of Applied Probability 30 (4), 1534-1581, 2020
912020
Quantitative contraction rates for Markov chains on general state spaces
A Eberle, MB Majka
Electronic Journal of Probability 24, 1-36, 2019
532019
Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise
M Liang, MB Majka, J Wang
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 57 (3 …, 2021
492021
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
MB Majka
Stochastic Processes and their Applications 127 (12), 4083-4125, 2017
452017
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
MB Giles, MB Majka, L Szpruch, SJ Vollmer, KC Zygalakis
Statistics and Computing 30 (3), 507-524, 2020
242020
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
MB Majka
Probab. Math. Statist 40, 37-55, 2020
14*2020
Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
MB Majka
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55 (4), 2019
142019
Approximation of heavy-tailed distributions via stable-driven SDEs
LJ Huang, MB Majka, J Wang
Bernoulli 27 (3), 2040-2068, 2021
132021
Polyak–Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes
L Liu, MB Majka, Ł Szpruch
Applied Mathematics & Optimization 87 (3), 48, 2023
112023
A Fisher-Rao gradient flow for entropic mean-field min-max games
RA Lascu, MB Majka, Ł Szpruch
arXiv preprint arXiv:2405.15834, 2024
42024
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
LJ Huang, MB Majka, J Wang
Stochastic Processes and their Applications 151, 307-341, 2022
42022
L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems
L Liu, MB Majka, P Monmarché
Stochastic Processes and their Applications 179, 104504, 2025
32025
Multi-index antithetic stochastic gradient algorithm
MB Majka, M Sabate-Vidales, Ł Szpruch
Statistics and Computing 33 (2), 49, 2023
32023
Entropic Mean-Field Min–Max Problems via Best Response Flow
RA Lascu, MB Majka, Ł Szpruch
Applied Mathematics & Optimization 91 (2), 48, 2025
22025
Optimal Markovian coupling for finite activity Lévy processes
WS Kendall, MB Majka, A Mijatović
Bernoulli 30 (4), 2821-2845, 2024
22024
Mirror Descent-Ascent for mean-field min-max problems
RA Lascu, MB Majka, Ł Szpruch
arXiv preprint arXiv:2402.08106, 2024
22024
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
J Bao, MB Majka, J Wang
arXiv preprint arXiv:2412.19377, 2024
2024
Linear convergence of proximal descent schemes on the Wasserstein space
RA Lascu, MB Majka, D Šiška, Ł Szpruch
arXiv preprint arXiv:2411.15067, 2024
2024
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