Pierre Monmarch'e

activity

20132025

most citedPiecewise deterministic simulated annealing

27 citations · 43 across the 16 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.PR2019

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case

Lucas Journel, Pierre Monmarché

We establish the convergences (with respect to the simulation time $t$ ; the number of particles $N$ ; the timestep $γ$ ) of a Moran/Fleming-Viot type particle scheme toward the quasi…

math.PR2019

Simulated Annealing In $R^{d}$ With Slowly Growing Potentials

Nicolas Fournier, Pierre Monmarché, Camille Tardif

We use a localization procedure to weaken the growth assumptions of Royer [8], Miclo [4] and Zitt [9] concerning the continuous-time simulated annealing in $R^{d}$ . We show…

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case

Simulated Annealing In Rd With Slowly Growing Potentials

Simulated Annealing In $R^{d}$ With Slowly Growing Potentials