88 citations · 487 across the 78 of their papers we have counts for
3 papers · 2 filters
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…