4 citations · 6 across the 3 of their papers we have counts for
4 papers
Accuracy of the Graphon Mean Field Approximation for Interacting Particle Systems
Sebastian Allmeier, Nicolas Gast
We consider a system of particles whose interactions are characterized by a (weighted) graph . Each particle is a node of the graph with an internal state. The state chang…
Computing the Bias of Constant-step Stochastic Approximation with Markovian Noise
Sebastian Allmeier, Nicolas Gast
We study stochastic approximation algorithms with Markovian noise and constant step-size . We develop a method based on infinitesimal generator comparisons to study the bias of…
Bias and Refinement of Multiscale Mean Field Models
Sebastian Allmeier, Nicolas Gast
Mean field approximation is a powerful technique which has been used in many settings to study large-scale stochastic systems. In the case of two-timescale systems, the approximati…
Mean Field and Refined Mean Field Approximations for Heterogeneous Systems: It Works!
Sebastian Allmeier, Nicolas Gast
Mean field approximation is a powerful technique to study the performance of large stochastic systems represented as interacting objects. Applications include load balancing mo…