2 papers
math.ST2026
General-purpose post-sampling reweighting method for multimodal target measures
Pierre Monmarché
When sampling multi-modal probability distributions, correctly estimating the relative probability of each mode, even when the modes have been discovered and locally sampled, remai…
math.PR2019
Kinetic walks for sampling
Pierre Monmarché
The persistent walk is a classical model in kinetic theory, which has also been studied as a toy model for MCMC questions. Its continuous limit, the telegraph process, has recently…