Pierre Monmarché

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Accuracy of the ensemble Kalman filter in the near-linear setting
SIAM Journal on Numerical Analysis
2026-03-31Paper
\(L^2\) geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states
Electronic Communications in Probability
2026-01-09Paper
Some remarks on the effect of the random batch method on phase transition
Stochastic Processes and their Applications
2025-01-08Paper
\(L^2\)-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems
Stochastic Processes and their Applications
2025-01-08Paper
Wasserstein contraction for the stochastic Morris-Lecar neuron model
Kinetic and Related Models
2025-01-07Paper
Time-uniform log-Sobolev inequalities and applications to propagation of chaos
Electronic Journal of Probability
2024-12-20Paper
An entropic approach for Hamiltonian Monte Carlo: the idealized case
The Annals of Applied Probability
2024-08-21Paper
Recent progress on limit theorems for large stochastic particle systems
ESAIM: Proceedings and Surveys
2024-04-11Paper
Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
ESAIM: Proceedings and Surveys
2024-04-11Paper
Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity
Annales Henri Lebesgue
2024-03-07Paper
Switched diffusion processes for non-convex optimization and saddle points search
Statistics and Computing
2023-11-17Paper
A note on a Vlasov-Fokker-Planck equation with non-symmetric interaction2023-11-09Paper
$L^2$-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems2023-10-24Paper
Asymptotic expansion of the invariant measurefor Markov-modulated ODEs at high frequency2023-09-28Paper
Exact targeting of Gibbs distributions using velocity-jump processes
Stochastic and Partial Differential Equations. Analysis and Computations
2023-09-27Paper
Logarithmic Sobolev inequalities for non-equilibrium steady states2023-09-14Paper
Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems
ESAIM: Probability and Statistics
2023-08-21Paper
Reducing exit-times of diffusions with repulsive interactions
ESAIM: Probability and Statistics
2023-08-21Paper
Some remarks on the effect of the Random Batch Method on phase transition2023-08-03Paper
On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
Electronic Journal of Probability
2023-07-04Paper
On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
Electronic Journal of Probability
2023-07-04Paper
Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
Stochastic Processes and their Applications
2023-06-19Paper
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo2023-06-15Paper
On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas
Journal de l’École polytechnique — Mathématiques
2023-05-31Paper
\(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions
Annales Mathématiques Blaise Pascal
2023-03-30Paper
Convergence of the kinetic annealing for general potentials
Electronic Journal of Probability
2023-01-23Paper
Piecewise deterministic sampling with splitting schemes2023-01-06Paper
Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
The Annals of Applied Probability
2022-10-31Paper
Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
Electronic Journal of Probability
2022-10-04Paper
Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
Electronic Journal of Probability
2022-10-04Paper
An entropic approach for Hamiltonian Monte Carlo: the idealized case2022-09-27Paper
Strongly self-interacting processes on the circle
Stochastics
2022-07-08Paper
Uniform convergence of the Fleming-Viot process in a hard killing metastable case2022-07-05Paper
The adaptive biasing force algorithm with non-conservative forces and related topics
ESAIM: Mathematical Modelling and Numerical Analysis
2022-03-11Paper
Metastability for systems of interacting neurons
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2022-02-25Paper
Piecewise deterministic Markov processes and their invariant measures
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2022-02-25Paper
Overdamped limit at stationarity for non-equilibrium Langevin diffusions
Electronic Communications in Probability
2022-02-25Paper
Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
ESAIM: Probability and Statistics
2022-02-16Paper
HMC and underdamped Langevin united in the unadjusted convex smooth case2022-02-02Paper
Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
Journal of Statistical Physics
2021-12-15Paper
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
Electronic Journal of Statistics
2021-10-11Paper
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
Electronic Journal of Statistics
2021-10-11Paper
Uniform in time propagation of chaos for the 2D vortex model and other singular stochastic systems2021-08-19Paper
Convergence of the kinetic annealing for general potentials
(available as arXiv preprint)
2021-07-24Paper
Discrete sticky couplings of functional autoregressive processes2021-04-14Paper
Geometric ergodicity of the bouncy particle sampler
The Annals of Applied Probability
2021-03-18Paper
Geometric ergodicity of the bouncy particle sampler
The Annals of Applied Probability
2021-03-18Paper
A note on Fisher information hypocoercive decay for the linear Boltzmann equation
Analysis and Mathematical Physics
2021-01-21Paper
Analysis of an adaptive biasing force method based on self-interacting dynamics
Electronic Journal of Probability
2020-09-29Paper
Analysis of an adaptive biasing force method based on self-interacting dynamics
Electronic Journal of Probability
2020-09-29Paper
Kinetic walks for sampling2020-06-26Paper
Kinetic walks for sampling
(available as arXiv preprint)
2020-06-26Paper
A short introduction to piecewise deterministic Markov samplers2020-05-19Paper
Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
(available as arXiv preprint)
2020-03-02Paper
Hypocoercivit\'e $L^2$, in\'egalit\'e de concentration, temps d'atteinte et fonctions de Lyapunov
(available as arXiv preprint)
2019-11-05Paper
Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities
Journal of Functional Analysis
2019-10-07Paper
Simulated Annealing In $\mathbf{R}^d$ With Slowly Growing Potentials2019-09-04Paper
Generalized \(\Gamma\) calculus and application to interacting particles on a graph
Potential Analysis
2019-03-25Paper
Hypocoercivity in metastable settings and kinetic simulated annealing
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2018-11-21Paper
Weakly self-interacting velocity jump processes for bacterial chemotaxis and adaptive algorithms
(available as arXiv preprint)
2018-05-18Paper
Long-time behaviour and propagation of chaos for mean field kinetic particles
Stochastic Processes and their Applications
2017-06-22Paper
Erratum to: ``Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
Electronic Communications in Probability
2017-03-03Paper
Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
Electronic Communications in Probability
2016-12-21Paper
Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
Electronic Communications in Probability
2016-12-21Paper
Piecewise deterministic simulated annealing
ALEA. Latin American Journal of Probability and Mathematical Statistics
2016-05-11Paper
Piecewise deterministic simulated annealing
ALEA. Latin American Journal of Probability and Mathematical Statistics
2016-05-11Paper
On \(\mathcal{H}^1\) and entropic convergence for contractive PDMP
Electronic Journal of Probability
2016-02-02Paper
Hypocoercive relaxation to equilibrium for some kinetic models
Kinetic and Related Models
2015-02-03Paper
Detailed spectral study of processes that are less hesistent than others
Lecture Notes in Mathematics
2013-11-28Paper
\'Etude spectrale minutieuse de processus moins ind\'ecis que les autres2012-09-17Paper
Wasserstein contraction for the stochastic Morris-Lecar neuron model
(available as arXiv preprint)
N/APaper
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
(available as arXiv preprint)
N/APaper
Time-uniform log-Sobolev inequalities and applications to propagation of chaos
(available as arXiv preprint)
N/APaper
Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
(available as arXiv preprint)
N/APaper


Research outcomes over time


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