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math.PR2023
Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
Bertrand Cloez, Lucas Journel, Pierre Monmarché +2
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on th…
math.PR2023
Switched diffusion processes for non-convex optimization and saddle points search
Lucas Journel, Pierre Monmarché
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the sta…