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math.PR2020★ 1 cited
A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains
Tony Lelièvre, Mouad Ramil, Julien Reygner
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain in position, and we obtain a probabilistic representatio…
math.ST2020
Reweighting samples under covariate shift using a Wasserstein distance criterion
Julien Reygner, Adrien Touboul
Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical…