51 citations · 118 across the 6 of their papers we have counts for
4 papers · 1 filter
Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting particle systems
Benjamin Jourdain, Alvin Tse
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functi…
Antithetic multilevel particle system sampling method for McKean-Vlasov SDEs
Łukasz Szpruch, Alvin Tse
Let , where denotes the space of square integrable probability measures, and consider a Borel-measurable function $Φ:\…
Weak quantitative propagation of chaos via differential calculus on the space of measures
Jean-François Chassagneux, Lukasz Szpruch, Alvin Tse
Consider the metric space of square integrable laws on with the topology induced by the 2-Wasserstein distance . Let $Φ: \ma…
Iterative Particle Approximation for McKean-Vlasov SDEs with application to Multilevel Monte Carlo estimation
Lukasz Szpruch, Shuren Tan, Alvin Tse
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966c…