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math.PR2022
An entropic approach for Hamiltonian Monte Carlo: the idealized case
Pierre Monmarché
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian…
math.PR2022
Uniform convergence of the Fleming-Viot process in a hard killing metastable case
Lucas Journel, Pierre Monmarché
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a co…