Imagen de Portada

Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Rached, Nadhir Ben, Haji-Ali, Abdul-Lateef, Tempone, Raúl, Wilkosz, Leon
Formato:	Preprint
Publicado:	2024
Materias:	Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Multi-index importance sampling for McKean--Vlasov stochastic differential equations
por: Rached, Nadhir Ben, et al.
Publicado: (2023)

Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
por: Rached, Nadhir Ben, et al.
Publicado: (2022)

Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
por: Rached, Nadhir Ben, et al.
Publicado: (2022)

Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems
por: Haji-Ali, Abdul-Lateef, et al.
Publicado: (2021)

Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
por: Jasra, Ajay, et al.
Publicado: (2024)

Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
por: Amar, Eya Ben, et al.
Publicado: (2025)

Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
por: Liu, Zhuoqi, et al.
Publicado: (2023)

Stochastic differential equations for performance analysis of wireless communication systems
por: Amar, Eya Ben, et al.
Publicado: (2024)

Particle Method for the McKean-Vlasov equation with common noise
por: Gall, Théophile Le
Publicado: (2024)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
por: Frikha, Noufel, et al.
Publicado: (2025)

Bayesian Nonparametric Inference in McKean-Vlasov models
por: Nickl, Richard, et al.
Publicado: (2024)

Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
por: Awadelkarim, Elsiddig, et al.
Publicado: (2024)

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
por: Chassagneux, Jean-François, et al.
Publicado: (2024)

Solving McKean-Vlasov Equation by deep learning particle method
por: Li, Jingyuan, et al.
Publicado: (2025)

Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
por: Hammouda, Chiheb Ben, et al.
Publicado: (2021)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
por: Agarwal, Ankush, et al.
Publicado: (2023)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
por: Liu, Yating
Publicado: (2022)

Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
por: Hammouda, Chiheb Ben, et al.
Publicado: (2023)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
por: Hinds, P. D., et al.
Publicado: (2024)

Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations
por: Awadelkarim, Elsiddig, et al.
Publicado: (2024)

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
por: Neufeld, Ariel, et al.
Publicado: (2025)

Importance sampling for rare event tracking within the ensemble Kalman filtering framework
por: Rached, Nadhir Ben, et al.
Publicado: (2024)

Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
por: Le, Anh-Dung
Publicado: (2024)

The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
por: Liu, Hu, et al.
Publicado: (2025)

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
por: Cui, Yuanping, et al.
Publicado: (2024)

The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
por: Yuanping, Cui, et al.
Publicado: (2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
por: Gao, Shuaibin, et al.
Publicado: (2024)

Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
por: Wang, Shengrong, et al.
Publicado: (2024)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
por: Jian, Jiamin, et al.
Publicado: (2025)

MVNN: A Measure-Valued Neural Network for Learning McKean-Vlasov Dynamics from Particle Data
por: Lyu, Liyao, et al.
Publicado: (2026)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
por: Liu, Zhuoqi, et al.
Publicado: (2026)

Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
por: Liu, Taiyuan, et al.
Publicado: (2025)

High-Dimensional Enhanced Sampling via Regularized Path-Dependent McKean--Vlasov Dynamics using Tensor Density Approximation
por: Lyu, Liyao, et al.
Publicado: (2026)

Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2024)

Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
por: Chen, Xingyuan, et al.
Publicado: (2023)

Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo
por: Jasra, Ajay, et al.
Publicado: (2025)

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
por: Zhu, Jingtao, et al.
Publicado: (2025)

Linearization-Based Feedback Stabilization of McKean-Vlasov PDEs
por: Kalise, Dante, et al.
Publicado: (2025)

Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
por: Neufeld, Ariel, et al.
Publicado: (2023)

An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations with non-commutative noise
por: Haji-Ali, Abdul-Lateef, et al.
Publicado: (2023)