Mean-field limits for consensus-based optimization and sampling
interacting particle systemsmean-field limitscoupling methodsconsensus-based optimizationWasserstein stability estimatesconsensus-based sampling
Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Nonlinear parabolic equations (35K55) PDEs in connection with control and optimization (35Q93) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Consensus (93D50)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 7626752 (Why is no real title available?)
- A consensus-based global optimization method for high dimensional machine learning problems
- A consensus-based model for global optimization and its mean-field limit
- A constrained consensus based optimization algorithm and its application to finance
- Affine invariant interacting Langevin dynamics for Bayesian inference
- An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation
- An analytical framework for consensus-based global optimization method
- An inequality for Hilbert-Schmidt norm
- An inequality for trace ideals
- Anisotropic diffusion in consensus-based optimization on the sphere
- Asymptotic analysis for the generalized Langevin equation with singular potentials
- Consensus-based global optimization with personal best
- Consensus-based optimization and ensemble Kalman inversion for global optimization problems with constraints
- Consensus-based optimization for multi-objective problems: a multi-swarm approach
- Consensus-based optimization methods converge globally
- Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
- Consensus-based optimization via jump-diffusion stochastic differential equations
- Consensus-based rare event estimation
- Consensus‐based sampling
- Constrained Consensus-Based Optimization
- Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises
- Convergence and error estimates for time-discrete consensus-based optimization algorithms
- Convergence of a first-order consensus-based global optimization algorithm
- Elliptic partial differential equations of second order
- Evaluation for moments of a ratio with application to regression estimation
- From particle swarm optimization to consensus based optimization: stochastic modeling and mean-field limit
- Importance sampling: intrinsic dimension and computational cost
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Matrix factorizations and their perturbations
- Mean-field particle swarm optimization
- Metropolis-adjusted interacting particle sampling
- On Lipschitz Functions of Normal Operators
- On the global convergence of particle swarm optimization methods
- On the mean‐field limit for the consensus‐based optimization
- Optimal Transport
- Polarized consensus-based dynamics for optimization and sampling
- Probability and computing. Randomization and probabilistic techniques in algorithms and data analysis
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Random batch methods (RBM) for interacting particle systems
- Sharp propagation of chaos for the ensemble Langevin sampler
- Stochastic differential equations. An introduction with applications.
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Trends in Consensus-Based Optimization
- Zero-inertia limit: from particle swarm optimization to consensus-based optimization
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