arXiv:2508. 01392v2 Announce Type: replace Abstract: Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles.
By Martin Rouault, R\'emi Bardenet, Myl\`ene Ma\"ida
arXiv:2606. 15871v1 Announce Type: cross Abstract: Bayesian inference for inverse problems is run to evaluate integrals -- posterior expectations, tail probabilities, and risks -- across a stream of observations.
By Ali Siahkoohi
arXiv:2407.05790v4 Announce Type: replace-cross
Abstract: This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIP...
By Paul Felix Valsecchi Oliva, O. Deniz Akyildiz
arXiv:2606.15871v2 Announce Type: replace-cross
Abstract: Uncertainty in the solution of an inverse problem and in the tasks performed on it is quantified by posterior expectations, each an average o...
By Ali Siahkoohi
arXiv:2601. 21026v2 Announce Type: replace-cross Abstract: Sampling configurations at thermodynamic equilibrium is a central challenge in statistical physics.
By Louis Grenioux, Maxence Noble
The paper presents a non‑asymptotic analysis of Markov chain Monte Carlo (MCMC) algorithms that learn and apply a preconditioner based on either the target covariance or the expected Hessian of the target potential. It compares the finite‑time computational costs of these preconditioned schemes with unpreconditioned counterparts, providing guarantees for algorithms such as the Unadjusted Langevin Algorithm (ULA) and the proximal sampler. The analysis relies on a contraction assumption in the Wasserstein‑2 distance to formalize approximate independence and bridge modern MCMC theory with classical effective sample size heuristics.
By Max Hird, Florian Maire, Jeffrey Negrea