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08/03/2023
Some remarks on the effect of the Random Batch Method on phase transition
In this article, we focus on two toy models : the Curie-Weiss model and ...
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06/15/2023
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
This paper provides a convergence analysis for generalized Hamiltonian M...
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01/06/2023
Splitting schemes for second order approximations of piecewise-deterministic Markov processes
Numerical approximations of piecewise-deterministic Markov processes bas...
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02/02/2022
HMC and Langevin united in the unadjusted and convex case
We consider a family of unadjusted HMC samplers, which includes standard...
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04/14/2021
Discrete sticky couplings of functional autoregressive processes
In this paper, we provide bounds in Wasserstein and total variation dist...
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08/21/2020
Exact targeting of Gibbs distributions using velocity-jump processes
This work introduces and studies a new family of velocity jump Markov pr...
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07/20/2020
Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
A modification of the Adaptive Biasing Force method is introduced, in wh...
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07/10/2020
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
The efficiency of a markov sampler based on the underdamped Langevin dif...
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07/14/2018