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math.PR2018
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…
math.PR2018
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…