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math-ph2016★ 48 cited
Concentration for Coulomb gases and Coulomb transport inequalities
Djalil Chafai, Adrien Hardy, Mylène Maïda
We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interact…
math.PR2016
Monte Carlo with Determinantal Point Processes
Rémi Bardenet, Adrien Hardy
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical , where is the number of integrand evaluations. M…