255 citations · 949 across the 71 of their papers we have counts for
5 papers · 2 filters
On the Poincar{é} constant of log-concave measures
Patrick Cattiaux, Arnaud Guillin
The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{é} constant. First we revisit E. Milman's result…
On the Simpson index for the Moran process with random selection and immigration
Arnaud Personne, Arnaud Guillin, Franck Jabot
Moran or Wright-Fisher processes are probably the most well known model to study the evolution of a population under various effects. Our object of study will be the Simpson index…
Piecewise Deterministic Markov Processes and their invariant measures
Alain Durmus, Arnaud Guillin, Pierre Monmarché
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling bet…
Geometric ergodicity of the bouncy particle sampler
Alain Durmus, Arnaud Guillin, Pierre Monmarché
The Bouncy Particle Sampler (BPS) is a Monte Carlo Markov Chain algorithm to sample from a target density known up to a multiplicative constant. This method is based on a kinetic p…
An Elementary Approach To Uniform In Time Propagation Of Chaos
Alain Durmus, Andreas Eberle, Arnaud Guillin +1
Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction…