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Martin Chak
Martin Chak
Postdoc, LJLL Sorbonne Université
Verifierad e-postadress på sorbonne-universite.fr - Startsida
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On the generalised Langevin equation for simulated annealing
M Chak, N Kantas, GA Pavliotis
SIAM/ASA Journal on Uncertainty Quantification, 2023
172023
Optimal friction matrix for underdamped Langevin sampling
M Chak, N Kantas, T Lelièvre, GA Pavliotis
ESAIM: Mathematical Modelling and Numerical Analysis, 2023
72023
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
M Chak, P Monmarché
arXiv preprint arXiv:2310.18774, 2023
12023
Optimal importance sampling for overdamped Langevin dynamics
M Chak, T Lelièvre, G Stoltz, U Vaes
arXiv preprint arXiv:2307.11744, 2023
12023
Convergence and variance reduction for stochastic differential equations in sampling and optimisation
M Chak
Imperial College London, 2022
2022
Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions
M Chak
arXiv preprint arXiv:2209.05436, 2022
2022
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Artiklar 1–6