230 citations · 1.3k across the 68 of their papers we have counts for
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Statistical Estimation of the Poincar{é} constant and Application to Sampling Multimodal Distributions
Loucas Pillaud-Vivien, Francis Bach, Tony Lelièvre +2
Poincar{é} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The…
Hypocoercivity properties of adaptive Langevin dynamics
Benedict Leimkuhler, Matthias Sachs, Gabriel Stoltz
Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic pertur…
Coulomb gases under constraint: some theoretical and numerical results
Djalil Chafaï, Grégoire Ferré, Gabriel Stoltz
We consider Coulomb gas models for which the empirical measure typically concentrates, when the number of particles becomes large, on an equilibrium measure minimizing an electrost…
Large deviations of empirical measures of diffusions in weighted topologies
Grégoire Ferré, Gabriel Stoltz
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class o…