Pierre Monmarché

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting.
SIAM J. Numer. Anal.
Edoardo Calvello, Pierre Monmarché, Andrew M. Stuart, Urbain Vaes
2026 J jnl
Local Exponential Stability of Mean-Field Langevin Descent-Ascent in Wasserstein Space.
CoRR
Geuntaek Seo, Minseop Shin, Pierre Monmarché, Beomjun Choi
2025 J jnl
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency.
J. Appl. Probab.
Pierre Monmarché, Edouard Strickler
2025 J jnl
Convergence of Time-Averaged Mean Field Gradient Descent Dynamics for Continuous Multi-Player Zero-Sum Games.
CoRR
Yulong Lu, Pierre Monmarché
2025 J jnl
HMC and Underdamped Langevin United in the Unadjusted Convex Smooth Case.
SIAM/ASA J. Uncertain. Quantification
Nicolaï Gouraud, Pierre Le Bris, Adrien Majka, Pierre Monmarché
2025 J jnl
Piecewise deterministic sampling with splitting schemes.
J. Mach. Learn. Res.
Andrea Bertazzi, Paul Dobson, Pierre Monmarché
2024 J jnl
Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting.
CoRR
Edoardo Calvello, Pierre Monmarché, Andrew M. Stuart, Urbain Vaes
2024 J jnl
The velocity jump Langevin process and its splitting scheme: long time convergence and numerical accuracy.
CoRR
Nicolaï Gouraud, Lucas Journel, Pierre Monmarché
2024 J jnl
Transient subtraction: A control variate method for computing transport coefficients.
CoRR
Pierre Monmarché, Renato Spacek, Gabriel Stoltz
2023 J jnl
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo.
CoRR
Evan Camrud, Alain Oliviero Durmus, Pierre Monmarché, Gabriel Stoltz
2023 J jnl
Some remarks on the effect of the Random Batch Method on phase transition.
CoRR
Arnaud Guillin, Pierre Le Bris, Pierre Monmarché
2023 J jnl
Switched diffusion processes for non-convex optimization and saddle points search.
Stat. Comput.
Lucas Journel, Pierre Monmarché
2020 J jnl
Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias.
CoRR
Virginie Ehrlacher, Tony Lelièvre, Pierre Monmarché
2020 J jnl
Exact targeting of Gibbs distributions using velocity-jump processes.
CoRR
Pierre Monmarché, Mathias Rousset, Pierre-André Zitt