On the generalised Langevin equation for simulated annealing M Chak, N Kantas, GA Pavliotis SIAM/ASA Journal on Uncertainty Quantification, 2023 | 17 | 2023 |
Optimal friction matrix for underdamped Langevin sampling M Chak, N Kantas, T Lelièvre, GA Pavliotis ESAIM: Mathematical Modelling and Numerical Analysis, 2023 | 8 | 2023 |
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case M Chak, P Monmarché arXiv preprint arXiv:2310.18774, 2023 | 3 | 2023 |
Optimal importance sampling for overdamped Langevin dynamics M Chak, T Lelièvre, G Stoltz, U Vaes arXiv preprint arXiv:2307.11744, 2023 | 1 | 2023 |
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 |