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math.PR2017
Convergence analysis of Adaptive Biasing Potential methods for diffusion processes
Michel Benaïm, Charles-Edouard Bréhier
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adapti…
math.PR2017★ 4 cited
Random Switching between Vector Fields Having a Common Zero
Michel Benaïm, Edouard Strickler
Let be a finite set, a family of vector fields on leaving positively invariant a compact set and having a common zero We consi…