4 papers · 1 filter
Empirical approximation to invariant measures of mean-field Langevin dynamics
Wenjing Cao, Kai Du
This paper is concerned with the approximation to invariant measures for Langevin dynamics of McKean--Vlasov type. Under dissipativity and Lipschitz conditions, we prove that the e…
Particle approximation for a conditional McKean--Vlasov stochastic differential equation
Kai Du, Yunzhang Li, Yuyang Ye
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability…
Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method
Kai Du, Zhenjie Ren, Florin Suciu +1
For a certain class of McKean-Vlasov processes, we introduce proxy processes that substitute the mean-field interaction with self-interaction, employing a weighted occupation measu…
Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
Wenjing Cao, Kai Du
This paper studies the approximation of invariant measures of McKean-Vlasov dynamics with non-degenerate additive noise. While prior findings necessitated a strong monotonicity con…