activity
20122022
most citedA consensus-based model for global optimization and its mean-field limit

146 citations · 302 across the 8 of their papers we have counts for

collaborators

8 papers

econ.EM2022

Estimation of Conditional Random Coefficient Models using Machine Learning Techniques

Stephan Martin

Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals w…

econ.EM2020

Nonclassical Measurement Error in the Outcome Variable

Christoph Breunig, Stephan Martin

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized re…

q-fin.TR2017★ 3 cited

Mean Field Limit of a Behavioral Financial Market Model

Torsten Trimborn, Martin Frank, Stephan Martin

In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts…

math.PR2016★ 146 cited

A consensus-based model for global optimization and its mean-field limit

René Pinnau, Claudia Totzeck, Oliver Tse +1

We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which…

math.AP2015★ 7 cited

A local version of the Hughes model for pedestrian flow

José A. Carrillo, Stephan Martin, Marie-Therese Wolfram

Roger Hughes proposed a macroscopic model for pedestrian dynamics, in which individuals seek to minimize their travel time but try to avoid regions of high density. One of the basi…

math.DS2013★ 58 cited

Nonlinear stability of flock solutions in second-order swarming models

J. A. Carrillo, Y. Huang, S. Martin

In this paper we consider interacting particle systems which are frequently used to model collective behavior in animal swarms and other applications. We study the stability of ori…

math.AP2013★ 35 cited

Explicit Flock Solutions for Quasi-Morse potentials

Jose Antonio Carrillo, Yanghong Huang, Stephan Martin

We consider interacting particle systems and their mean-field limits, which are frequently used to model collective aggregation and are known to demonstrate a rich variety of patte…

math.AP2012★ 53 cited

A new interaction potential for swarming models

J. A. Carrillo, S. Martin, V. Panferov

We consider a self-propelled particle system which has been used to describe certain types of collective motion of animals, such as fish schools and bird flocks. Interactions betwe…