Zobrazeno 1 - 10
of 331
pro vyhledávání: '"Jourdain, B."'
Autor:
Bencheikh, O., Jourdain, B.
Publikováno v:
In Journal of Approximation Theory February 2022 274
The Self-Healing Umbrella Sampling (SHUS) algorithm is an adaptive biasing algorithm which has been proposed to efficiently sample a multimodal probability measure. We show that this method can be seen as a variant of the well-known Wang-Landau algor
Externí odkaz:
http://arxiv.org/abs/1410.2109
We analyze the efficiency of the Wang-Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is much smaller for the Wang Landau dynamics than for the original stand
Externí odkaz:
http://arxiv.org/abs/1310.6550
Publikováno v:
Annals of Applied Probability 2014, Vol. 24, No. 3, 1049-1080
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization with $N$ step
Externí odkaz:
http://arxiv.org/abs/1209.0576
Autor:
Bencheikh O., Jourdain B.
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 219-235 (2019)
In this paper, we prove that the weak error between a stochastic differential equation with nonlinearity in the sense of McKean given by moments and its approximation by the Euler discretization with time-step h of a system of N interacting particles
Externí odkaz:
https://doaj.org/article/a7386204104b4035be71159e9d7ec3e9
Autor:
Beiglböck, M.1 (AUTHOR), Jourdain, B.2 (AUTHOR), Margheriti, W.2 (AUTHOR), Pammer, G.3 (AUTHOR) gudmund.pammer@math.ethz.ch
Publikováno v:
Probability Theory & Related Fields. Jun2022, Vol. 183 Issue 1/2, p359-413. 55p.
Publikováno v:
In Stochastic Processes and their Applications June 2018 128(6):1889-1928
Autor:
Jourdain, B., Martini, C.
Publikováno v:
The Annals of Applied Probability, 2002 Feb 01. 12(1), 196-223.
Externí odkaz:
https://www.jstor.org/stable/2699931
Autor:
Jourdain, B.
Publikováno v:
The Annals of Applied Probability, 2002 Feb 01. 12(1), 334-360.
Externí odkaz:
https://www.jstor.org/stable/2699937
Autor:
Jourdain, B.1 (AUTHOR), Margheriti, W.1 (AUTHOR) william.margheriti@gmail.com
Publikováno v:
ESAIM: Probability & Statistics. 2022, Vol. 26, p495-527. 33p.