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Author

Yi-Fan Chen

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Preprint Sep 2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic open question. We study the affine invariant ensemble Langevin dynamics, an interacting particle system that uses the empirical covariance of t...

Hong-Yew Tan, Yi-Fan Chen · 0 citations
Preprint Sep 2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic open question. We study the affine invariant ensemble Langevin dynamics, an interacting particle system that uses the empirical covariance of t...

Hong-Yew Tan, Yi-Fan Chen · 0 citations

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