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20182026
most citedReversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems

1 citations · 1 across the 4 of their papers we have counts for

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math.PR2020

Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

Christophe Andrieu, Paul Dobson, Andi Q. Wang

We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, w…

math-ph2020

Fast non mean-field networks: uniform in time averaging

Julien Barré, Paul Dobson, Michela Ottobre +1

We study a population of particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to…