357 citations · 1.7k across the 74 of their papers we have counts for
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Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
Tony Lelièvre, Francis Nier, Grigorios A. Pavliotis
We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the…
Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
We consider the Random Walk Metropolis algorithm on with Gaussian proposals, and when the target probability measure is the -fold product of a one-dimensional law…
Accurate and efficient evaluation of the a posteriori error estimator in the reduced basis method
Fabien Casenave, Alexandre Ern, Tony Lelièvre
The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many va…
Greedy algorithms for high-dimensional non-symmetric linear problems
Eric Cances, Virginie Ehrlacher, Tony Lelievre
In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function wh…
Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
We consider the random walk Metropolis algorithm on with Gaussian proposals, and when the target probability measure is the -fold product of a one-dimensional law…
Convergence of the Wang-Landau algorithm
Gersende Fort, Benjamin Jourdain, Estelle Kuhn +2
We analyze the convergence properties of the Wang-Landau algorithm. This sampling method belongs to the general class of adaptive importance sampling strategies which use the free…