144 citations
- Sorbonne UniversitéFR302 papers
- Centre National de la Recherche ScientifiqueFR117 papers
- Université Paris CitéFR75 papers
- Institut national de recherche en sciences et technologies du numériqueFR39 papers
- Centre de Recherche en Mathématiques de la DécisionFR19 papers
- Sorbonne Paris CitéFR19 papers
- Laboratoire de Chimie ThéoriqueFR18 papers
- École PolytechniqueFR15 papers
- École Normale Supérieure - PSLFR13 papers
- Département de mathématiques et applicationsFR12 papers
- Laboratoire des signaux et systèmesFR12 papers
- Université Paris-SaclayFR12 papers
13 papers · 1 filter
Stochastic moments dynamics: a flexible finite-dimensional random perturbation of Wasserstein gradient descent
Pierre Germain, Pierre Monmarché
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of differe…
Long-time propagation of chaos and exit times for metastable mean-field particle systems
Pierre Monmarché
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase trans…
Non-asymptotic entropic bounds for non-linear kinetic Langevin sampler with second-order splitting scheme
Pierre Monmarché, Katharina Schuh
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed.…
A note on a Vlasov-Fokker-Planck equation with non-symmetric interaction
Pierre Monmarché
In the recent [3], Cesbron and Herda study a Vlasov-Fokker-Planck (VFP) equation with non-symmetric interaction, introduced in physics to model the distribution of electrons in a s…
A Bakry-Émery approach to Lipschitz transportation on manifolds
Pablo López-Rivera
On weighted Riemannian manifolds we prove the existence of globally Lipschitz transport maps between the weight (probability) measure and log-Lipschitz perturbations of it, via Kim…
Some remarks on the effect of the Random Batch Method on phase transition
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
In this article, we focus on two toy models : the Curie-Weiss model and the system of particles in linear interactions in a double well confining potential. Both models, which…