Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Journel Lucas"'
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 75, Pp 60-85 (2023)
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in practice to samp
Externí odkaz:
https://doaj.org/article/1e33a2fa3f864b10b4afd096fd714534
Autor:
Journel, Lucas, Rousset, Mathias
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial condition, we
Externí odkaz:
http://arxiv.org/abs/2412.15820
The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simu-lations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jumpprocesses have gained interest over t
Externí odkaz:
http://arxiv.org/abs/2410.08846
We study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotics creates a time scale separation which results in the formation of a
Externí odkaz:
http://arxiv.org/abs/2407.02054
Autor:
Journel, Lucas
We show expansion \textit{\`a la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class of admiss
Externí odkaz:
http://arxiv.org/abs/2306.13523
We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in practice to samp
Externí odkaz:
http://arxiv.org/abs/2305.15915
Autor:
Journel, Lucas, Monmarché, Pierre
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between two behavio
Externí odkaz:
http://arxiv.org/abs/2303.13160
Autor:
Journel, Lucas, Monmarché, Pierre
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming
Externí odkaz:
http://arxiv.org/abs/2207.02030
Autor:
Journel, Lucas, Monmarché, Pierre
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules is establis
Externí odkaz:
http://arxiv.org/abs/2107.11619
Autor:
Journel, Lucas1 lucas.journel@sorbonne-universite.fr
Publikováno v:
ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). May/Jun2024, Vol. 58 Issue 3, p1153-1184. 32p.