232 citations · 862 across the 46 of their papers we have counts for
53 papers
Particle exchange Monte Carlo methods for eigenfunction and related nonlinear problems
Paul Dupuis, Benjamin J. Zhang
We introduce and develop a novel particle exchange Monte Carlo method. Whereas existing methods apply to eigenfunction problems where the eigenvalue is known (e.g., integrals with…
Function-space regularized Rényi divergences
Jeremiah Birrell, Yannis Pantazis, Paul Dupuis +2
We propose a new family of regularized Rényi divergences parametrized not only by the order but also by a variational function space. These new objects are defined by taking th…
Quasistationary Distributions and Ergodic Control Problems
Amarjit Budhiraja, Paul Dupuis, Pierre Nyquist +1
We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process relative to…
Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit
Paul Dupuis, Guo-Jhen Wu
Metastability is a formidable challenge to Markov chain Monte Carlo methods. In this paper we present methods for algorithm design to meet this challenge. The design problem we con…
-Divergences: Interpolating between -Divergences and Integral Probability Metrics
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis +2
We develop a rigorous and general framework for constructing information-theoretic divergences that subsume both -divergences and integral probability metrics (IPMs), such as th…
The large deviation principle for interacting dynamical systems on random graphs
Paul Dupuis, Georgi Medvedev
Using the weak convergence approach to large deviations, we formulate and prove the large deviation principle (LDP) for W-random graphs in the cut-norm topology. This generalizes t…