3 papers
math.OC2026
Treasure Search Optimization
A. Sharma
We introduce Treasure Search Optimization (TSO), an interacting particle method for global optimization. Most swarm methods balance exploration and exploitation within a single pop…
stat.CO2026
Switching Hamiltonian Monte Carlo for sampling from mixture distributions
A. Sharma
We introduce a switching Hamiltonian Monte Carlo method for sampling from finite mixture Boltzmann-Gibbs distributions. We propose symmetric numerical integrators to approximate sw…
math.PR2024
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
P. D. Hinds, A. Sharma, M. V. Tretyakov
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting p…