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math.PR2023
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…
math.PR2023
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…