10 citations · 23 across the 4 of their papers we have counts for
7 papers
Robust PCA for Anomaly Detection and Data Imputation in Seasonal Time Series
Hong-Lan Botterman, Julien Roussel, Thomas Morzadec +2
We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temp…
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
Christophe Andrieu, Alain Durmus, Nikolas Nüsken +1
In this work, we establish -exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process M…
A perturbative approach to control variates in molecular dynamics
Julien Roussel, Gabriel Stoltz
We propose a general variance reduction strategy for diffusion processes. Our approach does not require the knowledge of the measure that is sampled, which may indeed be unknown as…
Spectral methods for Langevin dynamics and associated error estimates
Julien Roussel, Gabriel Stoltz
We prove the consistency of Galerkin methods to solve Poisson equations where the differential operator under consideration is the generator of the Langevin dynamics. We show in pa…
Size consistency in Smoothed Dissipative Particle Dynamics
G. Faure, J. Roussel, J. -B. Maillet +1
Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic method which allows to select the level of resolution at which a fluid is simulated. In this work, we study the consis…
Adaptive low-rank approximation and denoised Monte-Carlo approach for high-dimensional Lindblad equations
Claude Le Bris, Pierre Rouchon, Julien Roussel
We present a twofold contribution to the numerical simulation of Lindblad equations. First, an adaptive numerical approach to approximate Lindblad equations using low-rank dynamics…
New parallelizable schemes for integrating the Dissipative Particle Dynamics with Energy Conservation
A. -A. Homman, J. -B. Maillet, J. Roussel +1
This work presents new parallelizable numerical schemes for the integration of Dissipative Particle Dynamics with Energy conservation (DPDE). So far, no numerical scheme introduced…