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math.NA2026
Convergence of a single-ensemble multilevel scheme for McKean-Vlasov SDEs
Arne Bouillon, Giovanni Samaey
Numerically solving McKean-Vlasov stochastic differential equations is computationally challenging due to the compounding costs of discretizing in time and in the distribution of t…
stat.CO2026
Likelihood-informed dimension reduction across tempered Bayesian posteriors
Arne Bouillon, Oliver R. A. Dunbar
Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy…