3 papers
math.PR2024
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
Katharina Schuh, Iain Souttar
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist…
math.PR2024
Non-asymptotic entropic bounds for non-linear kinetic Langevin sampler with second-order splitting scheme
Pierre Monmarché, Katharina Schuh
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed.…
math.PR2023
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation
Nawaf Bou-Rabee, Katharina Schuh
We present a nonlinear (in the sense of McKean) generalization of Hamiltonian Monte Carlo (HMC) termed nonlinear HMC (nHMC) capable of sampling from nonlinear probability measures…