3 papers
math.PR2026
On the entropic convergence for piecewise deterministic samplers: speedup and obstruction
Pierre Monmarché, Lihan Wang
For piecewise deterministic samplers such as Randomized Hamiltonian Monte Carlo (RHMC), Bouncy Particle Sampler (BPS) or Zig-Zag Process (ZZP), long-time exponential convergence ra…
math.PR2023
Switched diffusion processes for non-convex optimization and saddle points search
Lucas Journel, Pierre Monmarché
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the sta…
math.NA2020
Exact targeting of Gibbs distributions using velocity-jump processes
Pierre Monmarché, Mathias Rousset, Pierre-André Zitt
This work introduces and studies a new family of velocity jump Markov processes directly amenable to exact simulation with the following two properties: i) trajectories converge in…