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math.NA2024
Neural network approaches for variance reduction in fluctuation formulas
Grigorios Pavliotis, Renato Spacek, Gabriel Stoltz +1
We propose a method utilizing physics-informed neural networks (PINNs) to solve Poisson equations that serve as control variates in the computation of transport coefficients via fl…
math.PR2024
Sharp Propagation of Chaos for the Ensemble Langevin Sampler
U Vaes
The aim of this note is to revisit propagation of chaos for a Langevin-type interacting particle system used for sampling probability measures. The interacting particle system we c…