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Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems

Pierre Monmarché
ESAIM: Probability and Statistics, 2023, 27, pp.278-323. ⟨10.1051/ps/2023002⟩
Journal articles hal-04126325v1

Generalized $\Gamma$ calculus and application to interacting particles on a graph

Pierre Monmarché
2018
Preprints, Working Papers, ... hal-01716332v1

Reducing exit-times of diffusions with repulsive interactions

Paul-Eric Chaudru de Raynal , Manh Hong Duong , Pierre Monmarché , Milica Tomašević , Julian Tugaut
2022
Preprints, Working Papers, ... hal-03762603v1
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Almost sure contraction for diffusions on $\mathbb R^d$. Application to generalised Langevin diffusions

Pierre Monmarché
Stochastic Processes and their Applications, 2023, 161, pp.316-349. ⟨10.1016/j.spa.2023.04.006⟩
Journal articles hal-03762614v2

Hypocoercivit\'e $L^2$, in\'egalit\'e de concentration, temps d'atteinte et fonctions de Lyapunov

Pierre Monmarché
2020
Preprints, Working Papers, ... hal-02504452v1

Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias

Virginie Ehrlacher , Tony Lelièvre , Pierre Monmarché
Annals of Applied Probability, 2022, 32 (5), ⟨10.1214/21-AAP1775⟩
Journal articles hal-03882368v1
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Piecewise Deterministic Markov Processes and their invariant measure

Alain Durmus , Arnaud Guillin , Pierre Monmarché
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2021, 57 (3), ⟨10.1214/20-AIHP1125⟩
Journal articles hal-01839333v1
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Étude spectrale minutieuse de processus moins indécis que les autres

Pierre Monmarché , Laurent Miclo
Séminaire de Probabilités XLV, Vol. 2078, Springer, pp 459-481, 2013, Lecture Notes in Mathematics,, ⟨10.1007/978-3-319-00321-4_18⟩
Book sections hal-00732510v1
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Uniform in time propagation of chaos for the 2D vortex model and other singular stochastic systems

Arnaud Guillin , Pierre Le Bris , Pierre Monmarché
2021
Preprints, Working Papers, ... hal-03323160v1
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Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias

Virginie Ehrlacher , Tony Lelièvre , Pierre Monmarché
Annals of Applied Probability, 2022, 32 (5), ⟨10.1214/21-AAP1775⟩
Journal articles hal-02314426v3
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DISCRETE STICKY COUPLING OF FUNCTIONAL AUTOREGRESSIVE PROCESSES

Alain Durmus , Andreas Eberle , Aurélien Enfroy , Arnaud Guillin , Pierre Monmarché
2021
Preprints, Working Papers, ... hal-03199226v1
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Metastability for systems of interacting neurons

Eva Löcherbach , Pierre Monmarché
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2022, 58, ⟨10.1214/21-aihp1164⟩
Journal articles hal-03608094v1
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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.

Pierre Monmarché
Electronic Journal of Statistics , 2021, 15, ⟨10.1214/21-ejs1888⟩
Journal articles hal-03608097v1
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Position-dependent memory kernel in generalized Langevin equations: Theory and numerical estimation

Hadrien Vroylandt , Pierre Monmarché
Journal of Chemical Physics, 2022, 156 (24), pp.244105. ⟨10.1063/5.0094566⟩
Journal articles hal-03714956v1
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Simulated annealing in Rd with slowly growing potentials

Nicolas Fournier , Pierre Monmarché , Camille Tardif
Stochastic Processes and their Applications, 2021, 131, pp.276-291. ⟨10.1016/j.spa.2020.09.014⟩
Journal articles hal-02277747v1
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Hypocoercive relaxation to equilibrium for some kinetic models via a third order differential inequality

Pierre Monmarché
2013
Preprints, Working Papers, ... hal-00834731v1
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Analysis of an Adaptive Biasing Force method based on self-interacting dynamics

Michel Benaïm , Charles-Edouard Bréhier , Pierre Monmarché
Electronic Journal of Probability, 2020, ⟨10.1214/20-EJP490⟩
Journal articles hal-02310672v1

Piecewise deterministic simulated annealing

Pierre Monmarché
2018
Preprints, Working Papers, ... hal-01716325v1

Hypocoercivity in metastable settings and kinetic simulated annealing

Pierre Monmarché
2018
Preprints, Working Papers, ... hal-01716329v1

Ergodicity and propagation of chaos for mean field kinetic particles

Pierre Monmarché
2018
Preprints, Working Papers, ... hal-01716333v1

Weakly self-interacting velocity jump processes for bacterial chemotaxis and adaptive algorithms

Pierre Monmarché
2018
Preprints, Working Papers, ... hal-01716335v1

An entropic approach for Hamiltonian Monte Carlo: the idealized case

Pierre Monmarché
2022
Preprints, Working Papers, ... hal-03873044v1

Convergence of the kinetic annealing for general potentials

Lucas Journel , Pierre Monmarché
Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP891⟩
Journal articles hal-03762601v1

Velocity jump processes : an alternative to multi-time-step methods for faster and accurate molecular dynamics simulations

Pierre Monmarché , Jeremy Weisman , Louis Lagardère , Jean-Philip Piquemal
Journal of Chemical Physics, 2020, 153, pp.024101. ⟨10.1063/5.0005060⟩
Journal articles hal-02314428v1
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Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case

Lucas Journel , Pierre Monmarché
ESAIM: Probability and Statistics, 2022, 26, pp.1 - 25. ⟨10.1051/ps/2021017⟩
Journal articles hal-03554537v1

Overdamped limit at stationarity for non-equilibrium Langevin diffusions

Pierre Monmarché , Mouad Ramil
Electronic Communications in Probability, 2022, 27 (none), ⟨10.1214/22-ECP447⟩
Journal articles hal-03762605v1
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Recent progress on limit theorems for large stochastic particle systems

Max Fathi , Pierre Le Bris , Angeliki Menegaki , Pierre Monmarché , Julien Reygner , et al.
2022
Preprints, Working Papers, ... hal-03711772v1
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Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases

Arnaud Guillin , Pierre Le Bris , Pierre Monmarché
2021
Preprints, Working Papers, ... hal-03323156v1

Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes

Arnaud Guillin , Pierre Monmarché
Journal of Statistical Physics, 2021, 185 (2), pp.15. ⟨10.1007/s10955-021-02839-6⟩
Journal articles hal-02504451v1

Kinetic walks for sampling

Pierre Monmarché
2020
Preprints, Working Papers, ... hal-02504455v1