2 papers
math.NA2022
Aggregation Methods for Computing Steady-States in Statistical Physics
Gabriel Earle, Brian Van Koten
We give a new proof of local convergence of a multigrid method called iterative aggregation/disaggregation (IAD) for computing steady-states of Markov chains. Our proof leads natur…
math.PR2021
Convergence of Stratified MCMC Sampling of Non-Reversible Dynamics
Gabriel Earle, Jonathan Mattingly
We present a form of stratified MCMC algorithm built with non-reversible stochastic dynamics in mind. It can also be viewed as a generalization of the exact milestoning method, or…