67 citations · 162 across the 5 of their papers we have counts for
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math.PR2018★ 14 cited
Simulating Coulomb gases and log-gases with hybrid Monte Carlo algorithms
Djalil Chafaï, Grégoire Ferré
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experim…
cond-mat.stat-mech2018★ 48 cited
Adaptive sampling of large deviations
Grégoire Ferré, Hugo Touchette
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time…