3 papers
math.PR2026
Long-time Wasserstein contraction for diffusion processes without global dissipativity
Pierre Monmarché
The fact that a Markov diffusion semi-group on contracts the Wasserstein distance, which has been extensively used to establish uniform-in-time stability estima…
math.PR2023★ 1 cited
A note on a Vlasov-Fokker-Planck equation with non-symmetric interaction
Pierre Monmarché
In the recent [3], Cesbron and Herda study a Vlasov-Fokker-Planck (VFP) equation with non-symmetric interaction, introduced in physics to model the distribution of electrons in a s…
math.PR2023
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
Martin Chak, Pierre Monmarché
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The…