4 papers
Treasure Search Optimization
A. Sharma
We introduce Treasure Search Optimization (TSO), an interacting particle method for global optimization. Most swarm methods balance exploration and exploitation within a single pop…
Switching Hamiltonian Monte Carlo for sampling from mixture distributions
A. Sharma
We introduce a switching Hamiltonian Monte Carlo method for sampling from finite mixture Boltzmann-Gibbs distributions. We propose symmetric numerical integrators to approximate sw…
Numerical integrators for confined Langevin dynamics
B. Leimkuhler, A. Sharma, M. V. Tretyakov
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an…
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
P. D. Hinds, A. Sharma, M. V. Tretyakov
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting p…